Actually, Zelda has been getting darker and more in-depth as the series has aged. There are several games that tackle mature themes and concepts, though Majora's Mask undoubtedly does so with the most depth. I've heard Skyward Sword does a decent job, though I haven't gotten far enough in to be sure. But Link Between Worlds actually does quite well through the handling of its primary villain.
Also, none of your arguments have declared the games as "kiddy". Not being to your taste is one thing, but don't slap an incorrect, dismissive label on something just because of that.
Finally, no one has brought up Fire Emblem yet? I didn't want to be the first one but if no one else is going to mention the obvious...