Thrill coasters bring excitement and pleasure, they bring a thrill. A family coaster can be a thrill coaster, the terms aren't mutually exclusive. Wickerman, Vampire and Thirteen are family thrill coasters, with dark themes. Spinball Whizzer is a family thrill coaster, but without a dark theme. You can't discount family rides because some of them conveniently don't meet your view of what a thrill coaster needs to be.
The act of jumping out of a plane, or bungee jumping, in and of itself is deemed to be thrilling. Is it scary? Yes, the act itself is a bit scary, the same as being thrown around a track at speed in a metal box; but is jumping out of a plane ever marketing in a dark way? No, not really. Again the two terms, thrilling and scary are not mutually exclusive.
In my previous list of 12 coasters, let's remove 4 of them (3 x Blackpool rides and SIK) because there's not really much theming going on there at all (but that's not most). With Icon that's actually on purpose, they wanted to market it more as an experience. Rita, arguably, worked better with its light theme of being an out of control drag car than it does as a dark themed coaster.
UK coasters have tended to rely on dark themes, as pointed out by others previously. I don't want to go on a massive listing exercise, but when we look further afield we can see that actually quite a few of the most thrilling coasters in the world, don't actually have dark theming.
Shambhala (themed around trying to find a land of happiness), Superman The Ride, The Incredible Hulk, Blue Fire, F.L.Y., Taron... heck even the fastest and tallest ride in the world Kingda Ka doesn't have a dark or scary theme. These rides are considered to be scary, because of how they look, definitely thrilling, but they're not themed specifically around a scary subject. No one's coming at you with a chainsaw, there's no creepy girl telling you not to go down to the woods, there's no mysterious alien, you're not being sacrificed and burned in a wooden effigy.
So no, I disagree with the statement "Most thrill rides are meant to be scary.". Thrilling is an experience of excitement and pleasure, as we've previously explored. Giving them a calm, happy relaxing theme doesn't necessarily kind of go against the whole premise of being there in the first place.