Plenty of people joke about off color things. But, from my experience, even in private, they generally don't joke about things they could do. So I might joke about drone striking or nuking someone. But who cares, I have no power to do either of those things.

However I don't joke, even in private, about introducing backdoors into my code. The reason why is because it is something I actually can do.

So yes, people take part in dark humor all the time in private. However it's usually about unrealistic things. I don't know exactly how to resolve this with particularly powerful people though, so I would err on the side of giving them a pass.