Yes, all those scenes are in the comic series as well.

It's not supposed to be "entertainment"; a lot of the thematic content was around the depths of moral behaviour and those scenes are meant to induce disgust.

In the graphic novel, for example, Rorschach justifies his activities in contrast to the murder of Kitty Genovese. That's not entertainment either.

Which is also meant to be contrasted by the character who kills millions but claims the ethical high ground of doing it to save billions.