One of the interpretations of the poem is that it criticises organised religion and that the mills in question are the church as an organisation represented in concrete terms by the church buildings.
I criticise organised religion but have never much associated it with gothic.
Blake's first mention of mills says "Get to thy Labours at the mills" which doesn't sound very church like https://upload.wikimedia.org/wikipedia/commons/8/8b/Milton_a...
I looked him up and funnily enough he lived in the same area I do. The majority the churches are not gothic eg. St Pauls.
Also he lived at a time when cotton mills were booming which do look kind of dark and satanic https://en.wikipedia.org/wiki/Cotton_mill#Remodelling_and_ex...