No, King Cobra JFS is not a goth artist, because they play Musical Parody/Novelty, while goth music consists of Gothic Rock and its derived genres, like Deathrock, Darkwave, Ethereal Wave, and Coldwave.

If you want to dive into the goth music scene, some of the bands that might appeal to you if you enjoy King Cobra JFS are Bauhaus, The Cure, and The Sisters of Mercy.