Scary isn't the issue as much as things featuring cruelty to sympathetic characters or tragic parental death (so weirdly common).
I don't think tragic parental death being common in stories is weird. Parental death, absence, or incapacity is often a prerequisite to set up the essential tension of a mythic story - that the protagonist is utterly alone and without ordinary aid, and must rely on his or her own resourcefulness, courage, and wits, and on unique inherent qualities, and overcome fears and perceived weaknesses, in order to triumph.
Stories are one of the ways that we teach children to become adults: I think that is important to remember. Most stories are intended to give people blueprints of how to live well, how to cope with difficult decisions, how to triumph over evil and adversity when it seems hopeless and impossible. It would be inappropriate to show children going off on adventures to save the world without consulting their parents if their parents were available. It would seriously violate social norms and the enculturating value of the tales to show parents failing to protect their children from evil or potential harm, and to show children acting autonomously without regard for parental wishes or control in the context of an intact family. For stories to serve those purposes effectively, children need to be able to identify with a character who is like them in important ways, but who has to make their own decisions and be responsible for their own actions and safety. If you don't take the parents out of the picture somehow, it is far more difficult to meet those goals.
