I dated a girl like this. She was otherwise pretty much normal. She just really liked to be pen-pals with people like Charles Manson. I think it was an extension of her interest in crime-scene dramas and the whole medical forensics scene. I mean, anyone who wants to work with cadavers might be expected to have some odd choices for leisure activities. I know some people who work as Early Responders and similar emergency medical units often are known to view "watch people die" type videos for various reasons. Death is romanticized all the time, really, even Disney gets in on it.
Speculating, women in general tend to be attracted to the "bad boys", and I think maybe the unhealthier side of this is kinda like that, only the neurons misfired somewhere along the way and instead of "bad boys" they latched onto "guys who might actually kill me". Could also have some undertones of prior abuse, or a misunderstanding over displays of violence being mis-associated with displays of affection, the "he only beats me because he loves me" type.