For me it's a fine line. I don't watch disturbing things for their own sake; in fact if I feel that a show is trying to be demented just for shock/emotional value then I'll probably just stop watching it (I came || this close to dropping Black Lagoon because of the Romanian kids). However, there are more subtle ways that the feeling can be employed. That same sense of disgust is evoked when one is faced with a moral mismatch and is the basis for ethical dilemmas. It's how a series can tell you that something is wrong without stating it. To me that's much of the power of this kind of artistic medium: conveying ideas by elegant demonstration rather than less-efficacious prose.
***GUNSLINGER GIRL SPOILERS***
That said, I can only guess that "screwed up little killer girls" is a reference to Gunslinger Girl (yay, all my posts weren't a waste!). Not sure if you watched the whole series, but I think it ends on a surprisingly hopeful and sublime note. Despite everything that transpires divinity is still able to shine through.
You also have to look at more subtle points; for instance the two girls that die in the series aren't designed to be tearjerkers.
Elsa's death scene, while undoubtedly tragic, is also played to the song
Chiesa ("Church"). There's a definite loneliness to the melody, but it's an interesting selection as well with its up reaching choral aspect. In fact, they reserve the far sadder
Etereo for when Elsa is emotionally crushed as well as for when Henrietta is first being trained; that is a song mourning the breaking of things that can never be fixed. While sad, her death is also a final culmination and the end of suffering.
The other death, Angelica, (I apologize for lack of subs) is actually one of the most gentle passings I've ever seen. She is finally able to get the love from Marco that she has desperately desired and leaves the world in peace while the choral section of Beethoven's 9th soars in the background:
Joy, beautiful spark of divinity
Daughter from Elysium,
We enter, drunk with fire,
Into your sanctuary, heavenly (daughter)!
Your magic reunites
What custom strictly divided.
All men become brothers,
Where your gentle wing rests.
So this is why I don't consider GSG offensive, because its disgust serves a very potent purpose to contrast what
is next to what
could and
should be.