Tons of folktales have to do with hares and witches. Basically, witches all over Europe turn into hares and are able to do malevolent things in the form of a hare. It goes back to the great god Pan. Pan is, if we're going to do archetypal projections, related to the Christian Satan, but as a child, Pan was wrapped in a hare's hide.
The Lighthouse' couldn't have been made without this kind of freedom that is allowed to some filmmakers to be able to play around with genre. Jennifer Kent's 'Nightingale' is more horrific than any horror movie - but also, I don't think you could make that movie without this kind of freedom.