Darkly Comic
The entire style of this story is designed to make you both weep uncontrollably and laugh hysterically. Just look at how Lemony Snicket describes the Baudelaire children after their parents' death:
For several days they felt so miserable they could scarcely get out of bed. Klaus found he had little interest in books. The gears in Violet's inventive brain seemed to stop. And even Sunny, who of course was too young to really understand what was going on, bit things with less enthusiasm. (2.1)
On the one hand, we're dealing with a serious subject here—both their parents have perished in a horrible fire—but on the other hand, the author is clearly giving us a little wink-wink here. After all, there's still a bit of fun to be had even in the darkest of times.