Oh yeah, that's part of him trying to sell his "edginess". In Wanted the main character mentions casually raping and killing a model. In Kick Ass 2 the main bad guy rapes the hero's girlfriend. in Nemesis no one is raped per se, but the main character kidnaps his foe's daughter and gay son and uses the son's uh...material to impregnate the daughter. I don't know if anyone here has read Unfunnies (it's basically a vulgar obscene parody of Saturday Mourning Cartoons), it's heavily implied that one of the characters is a child molester.
Now the comics he does these days are way less shocking than those, probably cuz he's trying to sell them as movie and TV pitches, but yeah...Millar has been know to go to some seedy areas.