Naw, Batman Returns wasn't disturbing or horrifying. It was just a shock to some parents system in terms of aesthetic. There had never been such a weird mess as that seen by parents expecting one thing and getting something else. But hell, they didn't even bother making an accurate Penguin figure from that movie. Batman Returns was weird and gross, hardly scary and frightening.
This movie merchandise may catch flack. They captured the essence of this terrible, horrifying and gruesome character in the Joker in multiple figure forms. And it's getting released, un-like the Penguin movie figure. So there is a definite chance parents could get upset. But if you swing the more adult Batman movie toys to a comic shop, you can avoid that completely. With that said, this stuff is still priced and set to be moved into major retailers.
Batman Begins, and obviously TDK have a much more mature approach to the concept material. They took the major Batman motion pictures and kicked them into the gutter in terms of look and feel. The Dark Knight plays everything straight faced, and the material is HIGHLY disturbing. Not just in some of the aesthetic, but more importantly the events and characters.
TDK has vowed to be the "darkest" Batman story. And it is if you have any idea of the story and/or select clips released thus far. It's gruesome and visceral on multiple levels. This film was to be the "Empire Strikes Back" of an already dark and gritty Batman series.
The fact that the events take place in a real and recognizable world make the things all the more frightening, especially to children. This Joker re-introduced in The Dark Knight will most likely be the most insane, psychotic, and disturbing comic villain we've ever seen on screen. There was debate amongst Mattel about not even making toys of the character, being he's such a terrible image and demon of a character in TDK. He's ultra intense, as well as his scenes. Hell, the few clips we've seen of him so far in the trailer are totally disturbing. Like they melded Jack the Ripper and the guy from a Clock Work Orange ... and put Bozo make up on him. He's quite frightening.
I could easily see parents being more concerned w/ their children watching this movie. It plays it straight, which makes the characters and events feel real ... thus way more frightening.