Maybe yes, maybe no... here's the deal: It may NOT be a problem because emotional responses do cross wires occasionally. In other words, some folks naturally laugh or giggle during situations that make them "feel" quite differently. An example would be somebody who begins to giggle at a funeral when they feel sad, or a person who laughs every time they are about to kiss a girl - the expression is more of a purging of emotional intensity rather than an indication that they feel happy or giddy.
It MAY be a problem if you have a hard time feeling empathy in general. If you can watch a crime or an accident and feel no emotion whatsoever toward the victim, then I would say you DO have an issue, and your girlfriend should be worried. Long term, this is going to be a bad relationship for her because you are never going to feel completely emotionally connected to her.
The third possibility is that this is a uniquely male issue, and you have been "programmed" to react this way because you are a dude, and dudes do not "show" bad feelings (except for anger). Instead, they try to seem disconnected as a part of the machismo of hanging with other young males. Internally, you may still feel shock or revulsion, but you have been "trained" by the guys around you to not let anyone else know.
Those are my thoughts. If you are satisfied with the response, please hit "Accept." That is the only way I receive credit for my answer. Thanks-