Well. Um. I don't know what to say. See, I love writing, and sometimes I write things with more bleak themes, but I think at the age of nine I never thought about that. My sister is nine, and I'd panic if she wrote that, but if I write something like that I figure it's fine; it's exploring a different thought process. But at a young age, writing is largely self-based. Becoming a mature writer is learning how to write outside oneself. At nine, that either means she's exaggerating something she's heard vaguely about, or exploring a deeper side of herself. It's certainly worrying to consider, but...let me tell you. I've written happy things, sad things, etc. And some of the sad things would terrify my parents, simply because they'd misunderstand--I'm going for the theme behind the action, not the action itself. Now granted, I'm 17, and that's a big gap from 9, but I guess...ha. Depends on the child. I'm at a loss what to say here.
Anyway, just...keep communication open, keep close. That's the important thing. If she does feel this way, the issue shouldn't be that she's writing about it--that's healthy. It just means you might want to make sure this feeling isn't what's ruling her life.
Again I doubt she's suffering from those thoughts, but still. I don't know. I...really don't know.