I find cemetaries to be nice places to make strong photographs. There are a wealth of different pictures you can make there.
1. Reverent and Respectful. The Boy Scouts put flags on the graves at a local National Cemetary every year and I have taken some nice pictures of both the procedure and the result.
2. Peaceful. I have seen several pictures that seem peaceful and, perhaps, a bit sad.
3. Profound. I remember one very strong B&W photograph that I saw some years ago of a cemetary in the Sierra Nevada foothills. It was very powerful.
4. Sad. Of course, there are several levels of sad that can be captured here, not all involving people in the frame.
No, I don't feel bad if I'm there to take serious pictures. So long as you treat the area with the proper respect and don't disturb anybody in their private reflections, a cemetary can make for good photographs.