I grew up seeing a lot of R-rated movies and playing Duke Nukem 3D (in which you can murder strippers and naked women captured by aliens) and other "mature" games. I actually can't stand violence in most contexts and I'm very squeamish, but I'm aroused by sexualized violence against cartoon women.

My personal theory is that when I encountered sexualized violence at a young age, it confused my brain because it was both arousing and emotionally distressing. I think that specific kind of violence got compartmentalized and my brain reinterpreted the intense emotional reaction as excitement.

A gory (non-sexual) death in a horror movie and an image of a beautiful anime girl being torn apart both get my heart racing, but one is intensely disturbing for me and the other is sexually exciting.

I discovered guro proper as a young adult after I had already been using porn for years, and I still jerk off to vanilla porn and hentai. Technically for me guro is a kink and not a fetish.

I don't think there's anything wrong with having any particular kink or fetish, but obviously there are more healthy and less healthy ways of engaging with them.