Anne: Well, maybe nothing. If you've explained how you feel and she doesn't care to pay attention, maybe that's a hint as to how she feels about you. Or maybe your profession makes her nervous. Are there any other problems? You should examine your relationship beyond jokes made about your job.
Dee: Maybe she continues to make jokes because well, shit, maybe because she finds such jokes funny. It's a release from (what you have to admit) is kind of a macabre, dark profession. Maybe you should joke back. Let her know that yes, your job is really important and yes, it's a serious profession, but that you can appreciate the way she needs to handle release from that.
Or tell her that when she tells jokes about dead bodies and such that it makes you hot and that you must have sex or a BJ every time you hear such jokes. Then follow through. Either she will give up the jokes or you'll have lots of fucking added to your life. Either way, it's not so bad, right?