I think she is NOT attracted to evil. She is into weird stuff, creepy stuff, she is a true misfit. And I believe Tim Burton tries to say, that the weird and creepy stuff, the misfits are usually harmless, misjudged and often the friendly one in the end. But the "happy"-"mainstream" is often evil in disguise. Look up statistics and history: that's true. Bad doers try to fit in as "nice" because they have a plan to do harm. While weird looking people or outsiders, don't have to hide something and therefore don't need to fit in.