Yep, shadow games had actual repercussions.

The manga is about various different types of games (not just Duel Monsters) and the darkness revolves around the Millenium Items. Shadow Games are initiated by the wielder of an item and the loser (or worse, cheater) dies.

The closest we got are the Season 0 and the first movie.

But don’t disregard the japanese original animes that do involve the new direction. They can get quite dark too.