There's a many factors that made it an entirely different league for me. The sheer numbers of dead, obviously - Mockingjay goes through both named characters and fodder characters at a massively higher rate. The whole concept of Peeta not being merely tortured, but also brainwashed to hate and fear Katniss, in one of the more obvious 1984 imitations. The notion that both sides are willing to commit the most atrocious crimes for, well, very little reason. The rather cavalier way in which everyone just seems to accept the necessity of war propaganda taking precedence over most anything else. Most crucially of all, the way the "heroes" turn dark themselves, Gale early on with his plan for the extermination of everyone inside that mountain (admittedly, Gale's "for the greater good" tendencies had come up before), and then Katniss near the end when she shockingly votes to send children to a new Hunger Games. Then to top it off we get the horrible and brutal death of Primrose and the children, Katniss' mind going for a while and her drug addiction just for the hell of it, and the ending that is happy only by Mockingjay standards, with Katniss' children dancing on a graveyard.

I may have forgotten a few things, but I think it's already safe to conclude that while each of the other two books has a few nasty scenes, both of them are molehills to Mockingjay's mountain.

I guess we never did have quite the same sense of humour. Not that I found that particular scene so very dark, but just about everything that precedes it, as well as the part immediately following it...