Not particularly odd; after all, guro is simply art.
No of course not. Feeling differently about different things is par for the course duh. But I say that as someone often turned on and almost invariably interested in these happenings (though I'd rather the workd be without suffering).
This is why we call it 'fantasy'. You can think something is sexy in your mind, but in reality is disgusting or terrifying. Part of this, I think, is because in your mind you can subtract the negative consequences or ignore the less than desirable ramifications.
I think it's perfectly normal for your mind to dream up the ideal by selectively ignoring everything that would make it less than perfect, even to the point of making something undesirable in reality.