The screenplay for Saw was written pre 9/11. It was graphic but certainly not the worst thing ever, and by and large the film works in trying to convey creeping dread and a few solid scares. SAW II was a case where Darren Lynn Bousman had written several screenplays (all pre 9/11) and one of his thrillers had made it to the desk of Twisted Pictures. They said they liked it, but they were already finishing production on SAW, which was too similar. They came up with the idea of him transitioning his script into SAW II. After reading the production draft of SAW, DLB tried to "out do," the torture scenes of the original. He went on to write and direct the next 3 sequels after that, all with increasing levels of gore. So, while the timing is interesting, your theory doesn't necessarily apply. Not that it's wrong either, just not cut and dry.
A Serbian Film is EXTREMELY specific to Serbian culture, and the unrequited hell that goes along with parts of their history. The film works as the most literal of metaphors. The filmmakers are trying to say you're fucked from birth, all throughout life you're getting fucked, you're forced into fucking over your wife, children, and family, you die getting fucked, and even after death they find ways to fuck you. ALL THOSE THINGS LITERALLY HAPPEN IN THE FILM. It was abhorrent to watch and I wish I could unsee it, but the filmmakers at least had a point of view and were trying to convey a message. Serbia's atrocities have nothing to do with 9/11, and therefore A Serbian Film has nothing to do with 9/11.