I've not seen other Moomin TV-series than the one made in Japan, so I can't comment on the others. The Japanese-made TV-series was probably watched by almost all children of a certain age group in Finland. Of course not all children liked the series or some episodes etc. but I'd say the vast majority did.
And yes, empirically, there were several "scary" things which freaked out the smaller children but were just amusing for an older child. The scary parts usually had a logical explanation or a backstory which made sense (or reflection with an adult made it make sense).
For example (I hope I remember all the details right):
The angry Ant Lion preying in a sandpit: eventually the Moomins manage to shrink it to peanut-size with the Wizard's hat, and it's not so scary anymore. It's still an Ant Lion, but very small, and the voice is high-pitched. Why isn't it scary anymore?
The Groke is scary as it stares while making gnarling sounds and all other characters are afraid of it, but The Groke doesn't want to harm anyone. In some episode a character explains that The Groke is actually very lonely. So it follows people as it wants to hang around them, but expresses itself in a scary way and since The Groke unvillingly freezes things where it goes, others avoid it.
The Wizard was dressed in dark clothes, looked scary and rode on a flying panther. But while The Wizard had a stern face and voice, he did not want harm to anyone and helped Moomins too.
Stinky may have a scary appearance, but also he is is not evil as such, just smells bad and does mischief like steals stuff. Which is why the characters are not so fond of him.
The Hattifatteners are like mushrooms, they grow from seeds, and move about, trying to reach the horizon in groups. They are drawn to thunder and electricity and they can zap someone with electricity if one touches the charged-up Hattifatteners. I always interpreted them like a force of nature, they're not looking to harm anyone, and are no more evil than wind that falls a tree is evil.