Also how they laughed during their execution like it was a big joke.
The third trial's culprit slitting their throat before the execution definitely didn't make that less horrifying for anyone besides the culprit.
The revelation that Jamie and Bolton were the sole survivors of a previous game, and had been trapped on the space station for almost two years including over a year in complete isolation combines this with Fridge Horror.
Deadland's Ominous Fog and Big Creepy-Crawlies are kind of scary, but when we see how much worse they are to the deadland NPC, the PCs got off lucky — the place is a run-down version of his home and the centipedes crackle messages at him to make him doubt and hate himself. It's an all-out Psychological Torment Zone.
P.A.L. is a detestably cold villain, and his attitude towards the Champions can be outright chilling. Take this exchange from the first trial:
Church: Also pretty glad you didn't see your face. It was uh. It was worse. It was way, way worse.
When Roland goes into a hunger-induced frenzy, he tears Takumi's heart out from through his diaphragm and starts eating it while Takumi is still alive.
The execution in Case 3 is pretty bad, too, especially since it wasn't technically really Roland doing the above. He's drugged, Strapped to an Operating Table, and having his blood drained into a pen that he's forced to write with until the pain makes him jerk forward into a bed of nails.
The round overall has an undercurrent of this, because everyone, for the most part, loves and trusts each other and does their best to prevent any more death. They're acting like they're in a nobody-dies AU, but they die anyway, underlining just how dangerous P.A.L. and the network are.
Everything about the fourth case and trial. A Creepy Child torturing Max, Karamatsu exploding, everyone almost dying and Thomas' sacrifice all together make it a ride from start to finish. No one leaves the courtroom without some degree of trauma.