They were meant to educate children about the real world, not try to pretend it’s a nicer place.
Examples:
- (Ring a ring a Rosy) Was based of the great plague of London or the black death.
- (Rain, Rain go away) The sinking of the Spanish armada
- (Three Blind Mice) The burning of three noble men under the reign of Mary I of England
- (Mary Mary quite contrary) Just research Mary and you'll find out.