My DD is on the opposite end of the spectrum... when she was 5 she found a book on the JFK assassination lying around and demanded to know what the pictures were depicting. I wasn't sure if she could handle it emotionally, but she did quite well, and she was fascinated by the topic... enough so that it's worth planning a trip to Dallas in the not too distant future.
However, if my little DD was where yours is, I'd intervene. This sounds like a clear case of uneven development, where her cognitive domain is way ahead of her emotional domain. I'd hold the book from her until her emotional development is in the right place for it.
