The inappropriate cannot be beautiful

An appropriate background for paranormal romance?
(The title quote is from Frank Lloyd Wright.)
Recently I've read two books that put me in a surprising critical and moral quandary. Both were well-written, clever novels in the "urban fantasy/paranormal romance" genre. Both featured assorted supernatural creatures (vampires, werewolves, ghosts, etc.) with which the female protagonist was emotionally and physically involved. Both involved the triumph of good over evil in order to save the world, or at least part of it.
But here's the thing: both were set against the background of some of history's worst events: the aftermath of hurricane Katrina, and the events leading up to the Holocaust.
I'm a slow thinker, so it took a while for me to puzzle out what nagged at me about these books. Eventually I came to two conclusions. One was that each story was done very well, and would've worked just as well against a fictional background, or even a fictionalized version of the real events. The other was that the use of these real-life settings produced a crucial thematic disconnect between the events of the novel, and its chosen frame of reference. To me there's something uncomfortable about putting standard supernatural tropes (especially the watered-down* ones found in this genre) in these settings. I hesitate to use such harsh terms, but it does seem fundamentally disrespectful. Whole populations were wiped out or displaced, the dark side of our species was exposed for all to see, and we're expected to accept this as nothing more than background? The equivalent of Paris, or the Wild West?
Then again, it's not the first time this has happened. Probably the definitive example of inappropriate use would be the TV series Hogan's Heroes, which imagined life in a Nazi POW camp in which the commandant was a buffoon and the so-called "prisoners" secretly ran the show. TV Guide has named it the fifth worst TV series of all time, but it was quite successful for a generation of TV watchers who could still remember the war. So what does that say?
(Okay, that's not true. The definitive example is The Day the Clown Cried. Don't believe me? Read the synopsis.)
I don't know if this says anything about the world at large, or just me. I only know that it makes me uncomfortable to read about, say, vampire clans agreeing to help send Jews to the concentration camps. Other readers may not have the same issues. But I'm curious to hear your opinions in the comments.
*This is a personal bias, and I acknowledge it as such. The vampires, werewolves, and so forth found in most paranormal romance/urban fantasy novels are thinly-disguised versions of the "bad boys" of traditional romance, and as such, they no longer carry the symbolic or metaphorical weight of their former status as monsters. IMO.