Why not? You are a person, and feeling badly because genocide occurred can certainly sound as if there is a problem.
A chronic difficulty in people's reasoning that I encounter, which I think causes real harm, is the impulse of using facts and opinions interchangeably. That's what CBT seems to largely involve - when something happens which one feels badly about, it is an uphill battle to understand and act if one cannot distinguish between the event and their feelings about it. It is not the facts which are sad - I am! It might sound like tedious semantics to some, but it makes all the difference in how one conceptualizes about it and what one can actually do.
Also, as regards this topic, I think it is a bit of a stretch to compare genocide (generally understood as intentional destruction of life by humans) and a non-intentional fact which simply describes how some organisms are. If I couldn't close my fist, it would mean that my hand was injured, and I would be sad about that, because my normal functionality has been compromised. But a monkey was never able to make a fist before, so this is normal. These examples are "sad" because they rely upon anthropomorphising other organisms as a tactic for teaching facts about them. It is good because it is educational, but bad because it (debatebly, I suppose) exploits and normalizes a harmful cognitive flaw to get there. It does not seem harmful to most people because they neither notice it, nor want to notice it.
Well, I do not claim to be speaking on behalf of anyone else, and certainly not most people. But I do not take your observations personally. Choosing to not believe something need not be a cause for sorrow, indeed it can be quite liberating.