It's interesting that you mention that - it's one of the reasons I have a hard time blaming this kind of things on religion.In the same way that Heavy Metal should take the blame when some teenager goes nuts with a gun after listening to their favourite CD?
People are influenced by culture, of which both religion and art are parts. Frequently people interpret these religions and arts in radically different ways. A lot of people enjoy them and feel at ease with them. Some people are frustrated or violent, and this will express itself in the arts and religion they are interested in, or the way they are interested in them and interpret them.
There are extremes, but it does not justify calling their interests a 'problem'. I find it ironic that you usually find the religious on the side that blames arts for despicable deeds. Maybe they should have that beam in their eye looked at...