Your daughter is probably trying to prove to herself how brave she is by watching the scary scenes. Clinicians call this “counter phobic” behavior; that’s a fancy term for what you call “dealing with her fears.” Her understanding that “they always get killed in the end” is good, but it is equally important for her to realize that these are make-believe stories and not real events. Young children sometimes seem to know the difference between reality and fantasy when actually they don’t. I would find many opportunities simply to comment on this fact: “It’s a good thing these stories are just make believe. We wouldn’t want real people to be killed (or blown up, or smashed) like that.”
May I ask a simplistic question? Since you are concerned that she enjoys such films too much, why do you let her watch them? There is a lot of research showing that excessive viewing of violence on TV is associated with more aggression in children. I wouldn’t let her watch such programs very often, if at all. And if she has a tantrum, I’d tell her why I’ve shut off the supply. She is smart and, although she will protest, she will probably accept your action.
Our parenting advice is given as suggestions only. We recommend you also consult your healthcare provider, and urge you to contact them immediately if your question is urgent or about a medical condition.