I would agree with maybe asking more questions and trying to dig a little deeper, but if she doesn't show any disturbing behaviors, I wouldn't worry too much.
I agree with this. I was beyond shocked last year when my ds' teacher posted a writing assignment on the classroom bulletin board that featured stories written by each student in the class and so many of the girls' stories were either morbid or all about vampires (it was about an even split). My own girls are the type of girls who are all about fairy tales and princesses and happily ever afters, so the first piece I read I was ready to run screaming to the teacher worried that this girl (who I know) was seriously in need of professional help asap.. then I read the other stories.. more of the same... and then I thought back to when I was the same age, and I was kind of fascinated by things like that too - but it wasn't anything deep or that anyone else needed to worry about, it was just a phase.
Best wishes,
polarbear