Much like the statement that was attempted in Natural Born Killers.
However, I don't think we like the album because of the theme, that is, I don't think it's the violence and death that makes the album worth listening to. The music, and how we enjoy it, can certainly exist independent of the story. I bet most people don't even think about the story when listening to it. I know I don't; I just like the music.
I also know at least one person who can't stand the album because of the theme.
Anyway, I believe you're trying to suggest a certain irony in the fact that the album attempts to expose the way violence is seen as entertainment, but yet the album itself is violent, and we see it as entertainment. While that is an interesting thought, I don't think that the violence and the entertainment value of the album are inextricably linked.
What's this? Another door?