There are a number of ways that a FromSoft Soulsborne game lets you know what you're playing - there's the punishing difficulty, the brilliant level design, and one factor you might forget in the middle of playing - the lack of music.
When I saw the Coen Brothers' No Country for Old Men, I remember reaching the end, and as the credits rolled, I thought about how the music in the end credits felt very different from the sound of the movie prior to that. What I hadn't realized until I talked about the movie with a friend was that there was no non-diagetic music in the entire movie until the credits rolled. (For those of you unfamiliar with the term non-diagetic, what it means is music that doesn't exist in the world of the story. If a character is listening to music on a car stereo, that's diagetic. But if it's music that we hear but none of the characters do, like the Indiana Jones theme playing while Indie kills Nazis, that's considered non-diagetic.)
Most video games use music constantly. Just about anyone can hum the Mario Bros. theme that played on a loop through the first game's World 1-1 (and a fair number can also do the "Underground" theme from 1-2,) and games have typically had ambient music playing in most situations.
But in a game like Bloodborne, music has very specific meanings. There is a rather calm (if troublingly mournful, because you're never allowed to feel totally safe) theme that plays in the Hunter's Dream, but with one major exception, I don't think you ever hear music unless you're fighting a boss.
And a lot of the boss themes are really intense. The Cleric Beast/Vicar Amelia theme (and its reprise in the fight with Laurence, the First Vicar) is a pounding chant of overwhelming terror, with people singing about holy blood in latin.
A lot of the boss music is designed to really drive home that the time for suspense is over - we're moving past horror and into terror. (Stephen King and I use opposite definitions of the two terms - in my mind, horror is all about the suspense and uncertainty, where you honestly don't know what to do but feel that you really need to make up your mind quickly, while terror is that sudden jolt of fear where you've chosen fight or flight but you're now convinced you chose the wrong option.)
What makes this rule so interesting is that, late in the game, they break it. After you kill Rom, the Vacuous Spider, not only is the Paleblood Moon revealed, transitioning out of the black midnight (which you got to by beating Vicar Amelia) and into the otherworldly purple sky state in which all the Amygdalas on the buildings are now fully visible) but you also get transported to Yahar'gul, the Unseen Village.
Bloodborne is full of fairly disturbing images, but Yahar'gul is, in a game where you travel into literal nightmares, the most disturbing place you encounter. One of the major motifs of Bloodborne is that there are statues everywhere. Yharnam's crazy for them (and crazy by just about every other measure.) But while the absurd number of statues does raise some interesting questions about how obsessive and nuts the people of the city are, as far as I can tell these statues are really just that - hunks of rock carved into the shapes of people (and other things.)
But in Yahar'gul, the figures of people found throughout really, really do not seem to be mere statues. They are seemingly fleeing something, and some have fused into the sides of buildings and into each other. And when you encounter the various undead constructs, ultimately leading to your confrontation with The One Reborn, it becomes clear that the School of Mensis, who appears to be running the show at Yahar'gul, has been kidnapping people and subjecting them to this most horrific of transformations.
And it's here that there is music throughout the entire level.
If music in Bloodborne is supposed to transition you from horror into terror, then perhaps the use of music throughout Yahar'gul is the experience of prolonged terror. If horror is about suspense, it carries with it the possibility that things aren't actually so bad. Sure, you might be staring down a long, dark basement staircase, but if you flip the light on, it may be that it's just an empty basement where you keep bottles of wine or something. By revealing the Paleblood Moon, we've effectively turned the lights on throughout Yharnam. But instead of finding out that the world isn't so bad after all, we instead are confronted with the worst thing we've seen in an already very dark and disturbing game.
Music is typically reserved for the moments of high action, when we're confronting a terrifying beast and desperately trying to stay alive long enough to take the monster down. But here, the fight is not specifically one that involves a tough enemy (though we eventually get there with the One Reborn.) Instead, the music suggests that prolonged terror takes on the form of bleak disgust. You don't get the luxury of having a quick couple-minute fight where the bad guy goes away in a burst of white light. And you don't have the luxury of doubting that you're seeing the things you're seeing.