It can drain your energy and it is depressing at times. But don't let that stop you from watching good TV!
The writing is so good and the characters are flawed and well developed. Maybe just watch an episode of pepper pig after, that always helps.
I'm a firm believer in viewing art that makes you uncomfortable. By sitting in the uncomfieness, you allow yourself to open up to more ideas.
(i recommend checking out those trigger warnings tho - just in case)