Something can be a major motion film without being entertainment ("an agreeable and amusing diversion") - Watchmen certainly isn't meant to be agreeable or amusing. Likewise, I do not think you can blame the film for you not being prepared for it; it's not as if you didn't have the opportunity beforehand to discover "what is this about?".

As for teens witnessing violence, that depends on the portrayal; I watched plenty of violent films in my teenaged years (and obviously I still do). Because the violence was graphic and because the people who carried it out with relish were not morally heroic acts as a means to psychically structure a person to be against violence, not for it.