Bizarro Episode: The film really doesn't have anything to do with the rest of the series, lacking even a Continuity Nod. While the third movie at least made a few allusions to the first movie, the fourth one is just kind of all by itself canonically. At worst it seems like a recycled plot for a Scooby-Doo movie.
It was created at the same time Universal was producing two "spooky" themed Alvin and the ChipmunksDirect to Video movies, so it would seem The Mystery of the Night Monster was part of some spooky phase their animation studio was going through.
Contested Sequel: Though most fans agree that both films don't stand up to the first two movies, there is still disagreement over which of the direct-to-video movies is better than the other. Generally the third is much preferred by many fans over the fourth, but Rotten Tomatoes would beg to differ (where The Mystery of the Night Monster inexplicably managed to get a higher percentage rating than Fievel Goes West).
Fridge Brilliance: Fievel's more timid behavior in this movie arguably makes more sense when you account for how many near death experiences he's endured in the previous movies (getting lost at sea, knocked unconscious in a burning building, nearly getting eaten by multiple cat attacks, and so on) often with pure luck being the only reason he survived. He might've decided at some point to approach things more cautiously to avoid tempting fate too many times and avoid freaking his family out in the process.
Sweetness Aversion: Some of the moments with the mice children throughout.
The song Who will, which is perhaps the most sickeningly saccharine song in the entire series.
