The Shadow Realm is 4Kids Entertainment's general substitute for death. In Shadow Games, darkness attributed to the Shadow Realm covers the arena, and many villains plan to send Yugi Muto and his friends there.
Despite its informed lethality, almost all of the main characters have survived being sent there at one point or another.
Yami thinks it should be called The Purple Realm for the overabundance of purple airbrushing techniques used to create it.