By my mid teens, burntthesprouts, I was reading a lot of adult fiction - from my parents' collections of books, and from the library - I loved reading, read an awful lot, and wanted to read more challenging things. It sounds as if your ds is like me, and that's not a bad thing.
My parents let me read whatever I wanted, and didn't seem to worry about what I was reading - and I don't think that reading beyond my age level, or reading more grown-up story lines did me any harm or caused me any problems. On the contrary, I think it fostered my love of books and reading.
If you could see where I am sitting now, you'd see a sea of books behind me - basically three walls of the room I'm in are lined with bookcases, and they are all pretty much full. I reckon I could live without TV or music, and probably without the internet (though I would miss MN, of course), but I couldn't live without books.
If your ds were having nightmares about the stories he is reading, or if they were causing him worry or concern, then you might be right to try to guide his reading in other directions, but from what you have said thus far, it doesn't sound as if it's causing him any issues at all.
Maybe a better approach would be to use the themes that are concerning you as a springboard for discussion, not focusing on whether he should or should not be reading about such things, but on his reaction to the stories, and his opinion of the plots.
My parents did control my reading in one area - Enid Blyton! My mum thought that her books were really badly written, so I was not allowed to read them - and I remember, to this day, the feeling of resentment that caused.