Gallows Humor

gallows humor (n.) is a Standard term for humor that makes light of life-and-death or other terrifying or very serious matters, as in the old line, “Aside from that, Mrs. Lincoln, how was the play?” ~ Bartleby's

Wikipedia definition

See Also -- I mean it, you NEED TO SEE THIS MOVIE!! -- Stanley Kubrick's Dr. Strangelove: Or How I Learned to Stop Worrying and Love the Bomb (1964).

And, a doctoral thesis sketch from 2005. An analysis of several "mature" jokes, concluding with a philosophical view that distance from the events allows us to laugh.