Why is my chocolate fudge not that dark?

It's possible that you need to add more chocolate, or use a different type of chocolate. Dutch process cocoa has a much darker color than natural cocoa, for example.

It's also possible that the color is being lightened by microscopic air bubbles. This can happen if you use a fluffy ingredient (such as marshmallow cream) or if you mix a lot of air into the fudge. Although, I imagine it would take a lot of air to make a big difference.

If all else fails, try dipping pieces of fudge in dark chocolate. I know that's cheating, but who's going to argue with chocolate covered fudge? Sounds good to me!

Probably it's the cocoa/chocolate used - there are some brands/breeds that are a lot darker than others and this shows in the final product.

I have made the exact chocolate or marble cake with cocoa powder (same processing type) from different manufacturers and the results were optically quite different. This won't necessarily influence the taste, though, at least if the "visual expectation" of darker is more chocolate-y can be ignored.

Are you using soft brown sugar? My fudge is very dark just using 20 grams cocoa powder and dark brown sugar recipe.

The best fudge I have ever made is from Chitty-Chitty Bang-Bang, by Ian Flemming. It is available online. That recipe will offer you two values: one for white sugar one brown sugar. Use the Brown sugar for darker fudge.