What's wrong with watching Dokuro-chan? Hell, not only have I watched it, I own it on DVD and have a figurine of Sabato.
Unless you're implying Lord Crow meant something else, in which case I think you're overthinking things. Lord Crow is harmless, couldn't even step on a snail.
Watching it is one thing, and I can't say I can see anything much wrong with that. However, LC has given the impression that he has been aroused by it at some point. While I haven't watched it (this is the first I've even heard of it, so I may be wrong), the impression I get of it does not make it seem particularly healthy to be... interested in.
EDIT: "Childish-looking angel is obsessed with boy, frequently kills him in messy ways then reviving him" doesn't sound like it provides much of a basis for (healthy) erotica.