Those of us who enjoy grotesquerie don't question why we like the dark side, and even though we could probably be psychologically profiled according to our morbid tastes we don't worry about issues of sanity.
There's nothing wrong with having morbid or grotesque interests, so long as you don't harm the living, and being fascinated by death and other freaky stuff is a very normal part of human life.
Author Flannery O'Connor discussed why writers are fascinated with the grotesque in her essay from 1960 Some Aspects of the Grotesque in Southern Fiction, focusing largely on differences in morbid tastes between Northern and Southern authors.
Here's a few snippets from this enlightening essay:
In these grotesque works, we find that the writer has made alive some experience which we are not accustomed to observe every day, or which the ordinary man may never experience in his ordinary life.
Whenever I’m asked why Southern writers particularly have a penchant for writing about freaks, I say it is because we are still able to recognize one. To be able to recognize a freak, you have to have some conception of the whole man, and in the South the general conception of man is still, in the main, theological.