To be honest it happens rarely in the first place for me, but there’s also the fact that often when people laugh at bad things happening, it’s apparently because of shock. Doesn’t seem intuitive to connect shock with humour, but it makes sense when you dig into it.
I think if you were genuinely amused you wouldn’t feel insensitive or even know that you shouldn’t really have laughed. Would it be helpful to think about what you actually found funny about these things?
Like, I can see why the Challenger example would be funny on one level even though it was tragic for so many people, because a lot of things that get hyped up turn out to be flops in some way. The example I see most of is new music stars - people you’ve probably never heard of getting hyped up in commercials, and that’s usually the only time you’re aware they exist.