I don't know if 9/11 is what changed the show, but that's as good of a point in time to pick as any. I don't see it as becoming darker though, just not as good. I blame it more on Art vs. Noory as host though, which also occurred around that same time.
Noory's an asshat who's taken on the role of a tin pot messiah of the light to the troubled masses, and the listeners (at least a good portion of the callers) are now religious hayseeds who believe just about anything that comes along. Art was always too smart for that, and as he'd say, would give the guest or caller enough rope to hang themselves with if they weren't careful.