I’ve read about 100 short stories in the last few months. What have I learned from this?
A workaround for the "why make the experience short if you have a pleasant place" dilemma: you can write multiple short stories set within the same universe. Asimov's 'Robot' and 'Foundation/Empire' stories did this. Another example that comes to mind are Fritz Leiber's Fafhrd and the Gray Mouser stories. Oh, and Cordwainer Smith's "Instrumentality"!
I tend to do this with my own writing. I do use different settings, but everything is connected--sometimes obviously so, sometimes not so much. And I also use many recurring characters.
Regarding horror, I've written a few pieces that some might call horror, though personally I prefer to label them as 'dark fantasy' for the same reason you mentioned. It's not so much about fear or gore, as it is about mood and creepiness. A lot of what I write tends to be dark, though, even when I'm doing epic fantasy or sci-fi, I'm not sure why. Maybe because I feel darkness makes for better stories? :D
But usually it's the idea itself, the initial prompt, that will decide what genre the story is ultimately. So if I have any control over this, it would be more on a subconscious level.
Unity of effect sounds rather dull to me. I would want at least tension or contradiction of effects. But more than that, since a story is a progression, I want a progressions of effects.
I label all my stories to be horror, or creeping horror for marketing reasons. People who purchase horror often expect dark fiction.
My short stories are almost all dark fiction. I think it's much harder to pull off real scary moments in shorter form, though I've managed some chilling endings to my novellas. I think it's because people need time to become invested in the characters before they can care for them.
It's really hard to write a good splattergore short story for example. Sure, you can make people wince but if they aren't invested in the character then it's just a vignette.