I think you'd be surprised to find that most of us have "inappropriate" thoughts at times. As long as you're not acting on them, they're not hooked with strong negative emotions, and they don't disturb you, they're probably not pathological.

You might be interested in reading a bit about Pure-O OCD (Purely Obsessional OCD). One theory has it that Pure-O OCD develops when people have these kinds of bizarre thoughts (which many or most of us do), and they get distressed by them. In their efforts to control or stop the thoughts, they get obsessed with them and their anxiety level rises. ("What we resist, persists.")

It sounds like you have a healthy relationship with your thoughts. A lot of people enjoy horror/zombie movies. Otherwise there wouldn't be a whole genre of them. They don't make movies that no one wants to watch.