I can kinda get it. Murder documentaries take an existential life-or-death situation and break it down to the level of individuals. It's easier to understand violence at that level, and to feel that educating yourself on what happened makes it harder for you to be caught in the same situation as the victim(s).
Institutional violence is harder to cope with, because that boils down to a fear that you are powerless to overcome on your own, and is likely not going to hold its perpetrators accountable.