Parable, Romanticism
It's not a stretch to see the moralistic lessons taught in "Dr. Heidegger's Experiment." Heidegger's warning to his guests that they had better be careful in "passing through the perils of youth" and his later insistence that he's learned a "lesson" from watching his guests is about as explicit at it gets. Basically, Hawthorne condemns man as being foolish in his youth, and posits that, given a second chance, we would all make the same mistakes again.
Which leads us right into our second genre, so-called "Dark Romanticism." Dark Romanticism is a genre that explores the darker, sinful side of man. Think of it as a hybrid between Romanticism and Gothic fiction; it's just that while Gothic fiction (think Edgar Allan Poe) wanders into horror territory (blood and guts), Dark Romanticism is more interested in psychology, philosophy, and morality. Hawthorne's point of view in "Dr. Heidegger's Experiment" – that man is not only flawed, but unable to change for the better – is right in line with the genre. Read some more Hawthorne (check out "The Birth-Mark") and you'll see the same thing all over again.