I think some people take this manga way too seriously. I mean, we saw things way worse than some cute girl joking around in a torture club that is, so far more like a bdsm club. The only actual torture so far was kind of glossed over and followed by yet another joke.
There are mangas about actual murderer, canibals, graphic violence and torture, some crazy shit out there, I'm kind of surprise this one seems to actually make people uncomfortable when it's not treated in all seriousness and in a comedic way.
I'd have been uncomfortable if the torture scenes were more gritty or something and depicted more seriously or "realistically".