Grimdark can work as a way of showing resolve and fortitude in the face of impossible odds and adversity. Of maintaining dignity in the face of the inevitable, of how people make choices when the inevitable end looms. It’s also a way of dealing with the harsh realities of life, how no one person can really affect much. At most, you can move other people to move on your behalf.
But in games, it tends to be a hyper-violent backdrop for hyper-violent combat that never ends and never changes. Combat is a big part of games, so it works there, but then it ends up veering to Noble Dark because palyers who want to rack up a body count hate not having any real agency. Ultimately, the problem with grim dark is that most gamers don’t really want a grim dark game.