The irony in both stories is that the more powerful characters, the “creators,” are not strong enough to survive the situations they have created for themselves. In each story, we have a situation in which the seemingly more advanced being is overwhelmed by the less advanced and dies at the end of the story.
In The Heart of Darkness, Kurtz has set himself up as a god among the primitive people in the society he infiltrates. Although he has immense power in some ways over these people, in the end he is not able to control them and he dies of an unknown illness.
In Frankenstein, the creator, Dr. Frankenstein, is unable to control his own creation, the monster. Although Dr. Frankenstein tries to kill the monster, he fails and dies himself in the attempt.
The connecting irony is that both Frankenstein and Kurtz have created monsters of a sort, but neither is able to maintain control and power, and neither is strong enough to survive the overall experience themselves. Their “monsters,” however, live on after them.