I dunno, I agree that Volume I sounds darker and has darker theatrics. But while satan and occult rituals are pretty dark and all, I think Lords of Hypocrisy is more down to earth and connected to reality which imo makes the themes it explores feel darker, more scary and more depressing to me.
Both albums are fantastic really though and The Black Mass is probably their, if not their best (but probably that too) their coolest song atleast!
Mythical and Magical, while also an awsome album is pretty clearly a step down from the other two imo.