^^I think it's in part due to all of the Red-Spider-Lily imagery, which is commonly associated with death in at least anime. I definitely agree with there being an ominous feeling of dread, and I hope it's just there to keep people on their toes. I love these two and personally I don't want this to end in tragedy.
^the spider lily is also called the Lycoris radiata
which you may note. is also the name of the like super computer thing that DA uses, Radiata.
like with the spider lily images, the series being called Lycoris Recoil, the girls being called Lycoris, and the AI being Radiata, this entire series is just. LITTERED with the spider lilies.
and the lycoris' also just yknow. act as assasins. which sorta also just acts on the death themes