Well, if it's such a problem, then why don't they try to make a serious WWII drama out of Sgt. Rock?

Serious drama war films typically don't make money. Yes, Inglourious Basterds did well but that's an exception. More to the point, I don't think the world (or at least Hollywood) is ready for a serious war movie based on a comic featuring a character named Sgt. Rock. I think the Azzarello/Kubert novel would make a great movie but like I said before, I'm not a Hollywood producer.