[Edi]

Did you read the description of the Forbidden Light? That there is some major Bad Juju and it has an absolutely massive chance of putting a fairly powerful horror mark on the bearer.

Robe of the Magi is likewise a very powerful item, so it does bear a stronger horrormark than e.g. Lightless Lantern or some of the other items. No idea what the exact chances and horrormark strengths are, as I do not have precise information on that.