I've even heard that they outright let her go once she "defected" due to how influential she was.
They didn't chase her down afterwards because the leaders of the Lunar armirs are her disciples and grand-nieces-in-law. Nepotism, basically. That has nothing to do with her original crime though, and she is
considered a criminal rather than merely a defector.
I honestly have no clue which is canon there. (probably not the third one). Imperishable Night was kinda dark, I'll admit, but I wouldn't say it was as dark as Perfect Cherry Blossoms or Undefined Fantastic Object.
You can't forget Mokou's past either. Climbed up a mountain and murdered some people (who apparently she was quite close to, as later revealed in CILR. And then became immortal and lived a few centuries like a bandit, killing anyone she came across, human or youkai, before calming down into who she is now.
And just in a general tone sense, Keine's fierce protection of the human village is the first real glimpse of how terrifying
incidents and youkai could be to generic humans. This was like a "protect it with your life" thing for Keine.
Also, I don't see how UFO is particularly dark. Cynical, maybe, but not dark.