Break the Cutie: If there's an idealist in his story, chances are that person will be broken by the end. The Type-Moon wiki describes this tendency as the Reality Marble Dead End Catharsis: Heaven & Hell Drop, which lowers the luck of all characters in his stories by one rank.
Actually subverted in Psycho Pass. Akane gets broken briefly after Yuki dies, but gets back to her idealistic self. In the end, Akane nearly gets broken, but learns to understand the cynical side of life while keeping her ideals and still mostly being an idealist.
Creator Breakdown: He confesses to this in the afterword to Fate/zero's first volume, saying that he can no longer write happy endings to his stories. However, with the ending to Puella Magi Madoka Magica, he seems to have gotten over it. Somewhat.
Grey and Gray Morality: Also seems to be a fan of this, especially the kind that becomes obvious in hindsight, as shown in Suisei no Gargantia (the "aliens" are actually extremely modified transhumans, and both they and the still-human humans have legitimate reasons to hate each other).
Actually averted in Psycho Pass. Many people die throughout the series, but only a few main characters die; with only a one-shot character, one major hero and the main villain dying in the final three episodes which make up the climax and denouement of the work. Count those deaths and make note that this is Lighter and Softer for him.
Averted again for Suisei no Gargantia. Although a few characters die in the series (including fan-favorite Chamber), this series undeniably has the lowest bodycount yet. Maybe things are looking up for him after all...
One of Us: Transcripts exist of him, Kinoko Nasu, and a few other authors getting together for a tabletop RPG. Naturally, Urobuchi plays a dark, morally ambiguous sorcerer, while Nasu plays a fair-haired Knight in Shining Armor. He has also mentioned that his favorite TRPG is, to no one's surprise, Call of Cthulhu
Sliding Scale of Idealism vs. Cynicism: His works stand heavily on the cynical side of the scale, sometimes to the point of being nihilistic, but he says that he used to write works that still have a glimmer of hope in them.
Silly Rabbit, Idealism Is for Kids!/True Art Is Angsty: He is also definitely on the side of those who consider happy stories to be unrealistic, to the point where he has actually suggested that Lighter and Softer stories, by definition, contradict the laws of nature and are therefore difficult to write and impossible to believe.
"I have nothing but contempt for the deceitful thing men call 'happiness', and find myself with no choice but to push my characters, whom I pour my heart and soul out to create, into the abyss of tragedy."
Though Fate/Zero deconstructs heroism, the final conversation between Kiritsugu and Shirou shows that Kiritsugu at least saved Shirou, who would go onto try to be a hero like his father. Unlike Emiya who got nearly nothing for his struggles, Shirou does manage to make the world better in some routes of Fate/stay night. Emiya also does save the world by preventing Kirei or others from making a wish with the Holy Grail, which would bring destruction to the world, though Emiya does not get world peace like he wanted.
Gen Urobuchi seems to have some respect for idealism now, as Akane shows in the end of Psycho Pass by keeping and believing in idealism throughout the whole series and then giving a speech on it to the Sibyl System.
And, finally, Gen appears to show full respect for idealism now, since the ending of Suisei no Gargantia had Ledo fully embrace the idealistic way of life on the Gargantia, and is also willing to make peace with the Whalesquid.
Kamen Rider fans had the same reaction when Kamen Rider Gaim was announced, though in this case he didn't deny it and even said that he took some of the darker previous Kamen Rider series as influences.