Why are the stories in Nursery Rhymes disturbing? Also, how did this start?

I'm not sure about "rock-a-bye" but ring around the rosies is about the black plague. "ring around the rosies" referred to the rash infected people would get, "pocket full of posies" people carried flowers and herbs in their pockets to keep the smell away, "ashes ashes we all fall down" when the people died of the plague they would burn their bodies to prevent the plague from spreading any further.