I love a good horror story. They’re a blend of escapist narrative and thrill ride. If told well, a horror story makes you care for the protagonist. You feel their trepidation as they stupidly wander into the darkness. It allows you to confront a wide array of fears, from snakes to machete-carrying maniacs, all from the safety of your couch.
For me, the fun of horror movies was always watching them with friends. The shared experience of cursing the main character for his stupidity was always more fun when divided up among a group.