There is a real difference between a story with an evil character and an evil story. A story can tell of terrible wrongs as long as they take place within a morally sane universe. This usually means some sort of comeuppance for the wrongdoers, and the greater the atrocity, or the more graphically it is displayed, the more essential it is for the story to end with a proportionate recompense. I have certainly read some evil stories that fail in this regard -- describing gruesome crimes that have no consequences; these stories leave me feeling dirty and wishing I could bleach the memories from my brain.
I admit that I have not read the book The Hunger Games, nor have I seen the movie. My first impression was that it might be an athletic equivalent of the Live Aid concert in 1985, but to be sure I looked up a synopsis and discovered that it is a story about children being forced to murder other children for the entertainment of others. It is hard to conceive of a more hideous evil. Surely the story ends with the overthrow of this evil system and the just punishment of those most responsible for it? Nope.
Here's the thing: The bad guys in this movie were being entertained by watching children murder each other, and the millions of Americans who watched the movie for entertainment were ... well, doing exactly the same thing. Otherwise they would have been outraged to have the film end without things being set right. Just think how wrong Schindler's List would have been if it had ended in 1944, before the camp was liberated and Goeth was hanged -- especially if the audience did not know how the war ended.
It's hard to take seriously the expressions of shock, anger, and remorse at the mass murder at Sandy Hook Elementary School when they come from a country that bought 3.8 million videos of the Hunger Games on the first weekend it was available.