I would say the Ravenloft setting, as I've seen it described in the source material, is a mixture of cosmic horror and Gothic horror.
On one hand, like gothic horror it often touches on the soul and damnation. On the other hand, the Mists is a living entity, or entities, who is actively messing with people.
In fact the parallels between Silent Hill, and Ravenloft, are pretty stark to me.
Spoilers for Silent Hill ahead.
The entier way the mists operates, as far as I can tell, is to offer people what they want. All the dark lords, all the big ups throughout all the realms, are given what they THINK is what they want.
Let's take Barovias vlad stand in. All he wants, is Anna, or whatever her name is. So he made deals with the mists, over and over, because he thought that's what would get him what he wanted. But it didn't. And it never will. All he had to do to be with Anna again, was say "no". To accept mortality, and die, and be with her for eternity in death.
The mists doesn't MAKE you evil. The mists puts a choice infront of you and says "Look, this is bad...but it will give you something you want".
I played a paladin for a very long time, and one point he tried to hammer into peoples skull with no luck was that good is hard. Good rarely gets you what you really want in life. Good doesn't always even get you what you need.
From an outsider perspective, the mists are not actually 'devilish' in the sense of Faust, or Science (remember that a LOT of gothic horror is about the evil of science, and going to far into the realm of God). In the case of gothic horror in the Faustian sense, you're dealing with a devil who wants you to take the temptation. From what I have read, the mists doesn't. The mists tempts you. Tempts you HARD. Tests you. But if you pass the tests, it acknowledges it. Sometimes it lets you out, sometimes it just leaves you alone. I don't know about it actively rewarding you beyond that? Someone might cite something.
Gothic horror is also coming on the end of the enlightenment, but it takes a negative view of the "dare to think" of Kant. A lot of "man in his natural state is a beast". Hence why so often those who 'Revert" are portrayed as monstrous, which ends up leading into cthulian horror by the by.
Sadly, the biggest impossibility in ravenloft is that the best part of Gothic horror, the personal descent into becoming a monster, is almost impossible. It's simply not doable for the administrative staff to create a psychological profile of a character and tempt them towards damnation, because the heart of gothic horror is the very personal nature of the damnation. A paladin turning into a crusading zealot, a monk becoming so focused on self improvement they do harm to others, a poor mans quest for gold turning into avarice that hurts others.
The mists kind of comes across as "Oh, you think you're a good person? Let's see just how good you REALLY are". Which is very gothic horrory to me.