Yes, they are two different kinds of dark.
Majora’s mask and Twilight Princess are both dark games, look at the Zora Queen or Midna’s Lament parts of Twilight Princess compared to the Majora’s Mask story where everyone comes to grips with things. (like the side quest with the little girl and her dead father or the wedding side quest) Twilight Princess has overall better character characterization ,but Majora’s Mask has a better story. (although both of these games good have characterization and story for a Zelda game at least) you might want to take the atmosphere as some of it since both of those games had overall dark lighting. but the games are also not overly dark, take characters like Tingle or Malo for example. I think Skyward Sword had some sad moments, but unlike in MM or TP, you really don’t care.(or at least I didn’t) Breath of the Wild was trying to hard, like starting the game with everyone died, but you didn’t know the characters so it’s not that big of a deal and when you see the characters it’s not like you care that much to begin with, since they were done poorly. (once again, that could just be me)
The other games like Ocarina and Wind Waker don’t have that much story compared to the ones I just brought up, so I’ll go with atmosphere. The Shadow temples in those games are dark, as in gloomy ,but since we’re talking about tone and not looks, I’ll say OoT and WW are overall lighthearted instead of dark.
(sorry if this didn’t make sense, I’m just rambling)