They tried to create a "serious" storyline for UT3, which is why they carried over the gloomy look. The previous UT's were a bit more silly, so they were brighter.
For the record, I've always thought Epic blew at making stories in pretty much every game they've made (never played the original Unreal, but from what I've seen, it was lacking as well. I know U2 sucked nads), so I wouldn't place any high hopes on the game having a compelling story. That being said, Epic rocks at gameplay and technology, so it'll probably excel in both of those.