When it came to choosing an artist to sing a theme song for HBO’s documentary series “I’ll Be Gone in the Dark” (which has its finale tonight), it’s far from inconceivable that the producers might have looked just as a matter of course to Aimee Mann. Speaking of the dark, she’s a woman who’s spent some time on the non-sunny side of the street — her last album was titled “Mental Illness,” after all, even if the neuroses it surveyed didn’t rise to the level of the serial killings recounted in the HBO series. And Mann is maybe one of the few contemporary artists with the stature and gravitas to be mentioned in the same breath as Leonard Cohen — whose “Avalanche” is the song being used as the title theme — without any balkers.