First of all, this box is awesome at so many levels, the only thing that I am not sure right now is how many boxes I will order during GenCon sale...
I skipped two previous GenCon sales, and now, only because of this box, I absolutely will participate at this year one.
I personally understand people who are upset by this box, but I want you to consider the following:
1. About this box being not "nightmare" enough - just look in the eyes of the pink one in a hat and tell me that you are not scared!😱 But, seriously, I cannot say that McCabe box was scary or nightmare - the models were just different and awesome with that, but also easily identifiable as who is who, and this box fit this criteria perfectly - you definitely know and from the first try understand who is master and who is his henchmen...
2. About other possible themes - in fact, Wyrd already done both rabbits (war wabbit) and other bayou creatures (Bayou Bash), so doing new nightmare box with this themes will result in repeating themselves, and "new" nightmare box will in fact will be not so much new...
3. Regarding not fitting theme of Malifaux - cowboy, steampunk, nightmares, etc. - guys, seriously, gremlins as a whole faction are not fitting in this themes that you mentioned! I mean, gremlins have model who uses her female charm to scare aforementioned cowboys, robots and nightmares so much that they will run straight from her, and nobody seems to have problem with that!
In conclusion - I think that Wyrd absolutely nailed this Nightmare box. It is consistent in theme, easily identifiable at the tabletop, and got a silly vibe for which I started gremlins at the first place.