Ask him why he thinks its cool. People like that often cant distinguish between reality and fantasy, and probably would not think death is so interesting if they saw it in real life. Show him pictures of little kids who are dying of hunger or everyday people living in war zones, or tell him about little girls getting raped and left in the woods to die and and see is he finds that fascinating. If he doesnt, ask him to explain why he thinks thats not funny but a soldier getting his head sewn off is.