Throughout the show Bernthal does this thing sometimes when the Punisher kills or hurts someone brutally, where he has this kind of guttural shout/roar. I can't really describe it well but it makes him seem less like a hero/vigilante and more like a psychopath. IMO this is the first time The Punisher has been portrayed like that, really teetering the line.
The show never really loses sight of the fact that Frank Castle is one messed up dude. That's part of what made it so good.