Gothic is not about horror, but about beauty.
For there to be innocence lost, there must first be innocence.
For the angels to fall, there must first be angels.
For hell to reign, there must also be heaven.
Horror without hope is despair. Despair is not interesting. It is frustrating, dull, dreary. There is no reason to fight, to act, to care. There is no adventure, no feeling, no calling. More dangerously, when someone knows they can't win, then they can do whatever else they want. Fear disappears.
True fear, true horror, can only happen if there is hope. When the beast is looking for your hiding place, the fear only comes because you might live another day. When the world calls you mad, you hold to your beliefs because you still know you're sane. It is only because there is the slightest possibility of success that there is any reason at all to fear loss.
Consider Stezen D'Polarno from Ravenloft. Before he became the Dark Lord of Ghastria, he was a ruthless politician and astoundingly charismatic statesman who had many assassinated and many more lives ruined. His king, fearing him, had his personality drained and trapped in a portrait. Without his vibrancy, his power waned. However, when Ravenloft took him, it gave him back the ability to have his personality back for a few hours every season. Now, how could this be a curse? This would have to be the curse imposed on him, but he gets some of his power back. It is a curse because he recognizes what he could do. With even a few hours, he could pull together the will of his people. He could create wonderful works of art. He could marry. He could have everything he ever wanted for himself. But no. Every season, he falls into a stupor of depraved revelry, squandering his gift each and every time. His curse is not that he has lost his power--it is that he knows that he, and he alone, is the only reason he does not have it today.
That is the ray of light in the darkness. It is the light that causes the fear, not the darkness. That is Gothic.