Jane's Backstory is pretty dark in and of itself- she was kidnapped as a child, but her parents were happy to be rid of her. Instead she grew up with Long John Silver and his pirates. This seems like it was a decent deal, but then comes the second episode, where the characters run into a mist that makes you forget who you are while showing you the memories you've forgotten. Squire is chasing young kids off his land, Livesey is talking to the medical council, Jim is doing sailor work... all Played for Laughs. Then we get to Jane... who just keeps screaming, and when we go even further back, you see her with a slackjawed face as you hear an EvilNoblewoman's Laugh. Once you think of her backstory, suddenly you feel pretty bad for her.
Also, when you think about Long John Silver's fate at the end of the series. When he was in Hell, Silver convinces the devil to making better torture devices for the souls stuck in Hell. When the time comes for Silver to be brought back to Hell for failing to bring Jim in his place, he is going to learn the hard way that the torture devices he gave the devil ideas for may be, in hindsight, a really bad idea after all. It can be seen as a Fate Worse than Death for him.
