Wants to play violent games

Before You Begin
Pause and breathe. Even if this shouldn't be happening... accept that it is and embrace it with composure and calmness.
Calmness is the only way forward because without calm, there is no possibility for receptiveness and connection. Your child won't give to you any more than they see from you.
Never forget that a strong connection is fundamental, as there will be no correction in them if there is no connection with you.
The Core Problem
Doesn't see how the seemingly compartmentalized violence in video games will negatively influence their behavior in the real world.
What Will Make It Worse
Reacting with anger, judgment, or banning the child from playing will create feelings of rebellion or playing in secrecy.
What The Child Needs
1. To acknowledge they are getting desensitized to the violence: Gently help the child realize that while games are fun to play, the violence they are seeing or committing now has little to no effect on them. Help them see that there is a problem that they feel no difference between eating a bag of chips at lunch and savagely killing people in video games.
2. To ask themselves if they are starting to act out video games in real life: While they may think that "video games are not real life", have a discussion around if video games are causing them to be more aggressive to their friends/siblings, or even act out on others what they are doing in the game.
3. Guidelines: Establish clear guidelines regarding which games are beyond the grey area of acceptable violence and simply not allowed. Create this list with them, even letting them lead the sorting of acceptable vs. unacceptable so they 1. feel like they get a say and 2. acknowledge out loud what is unjustifiably bad for them.
4. To find better options that are more appealing than the violent video games. Every kid has things that they enjoy more than video games. Whether it is organized sports, building something, board games with the family, art... there are always better options for them to turn to.
How To Have The Conversation With Your Child
Find a place free of distractions where the child will feel comfortable talking freely.
Begin the conversation with empathy, expressing understanding for the child's interest in playing violent video games. Acknowledge that such games can be appealing, but this type of fun comes with potential concerns.
Continue to talk with them, holding back all judgement or frustration that could cause them to put up walls and stop being receptive to what you are pointing out to them.
The more it can be a two-way conversation, the better.
Work through the list of what they need in whatever pacing it takes to not push them towards shutting down.
Ideally you and your child land at an outcome where both sides feel heard and the child can better self-govern their gaming (or even games less) based on this deepened perspective.