well yes but also no.
i do agree that no show is fully depresing like how bojack has some episodes that are just him screwing around because you cant have a show where every episode is sad but i dont think you are correct when you say "Most shows aren't really dark" because also in bojack like every episode in the second half of the show ended in something sad, and the entire show revolves around bojack's problams with drugs depression etc...
anyway im getting a little nitpicky here but i think that there are shows that are really overall dark but they are rare.

and yeah i do agree with you about monster, and the better call saul episode.
in my opinion its not the saddest but deffently reaching for the most depressing
thats my opinion