I guess there’s probably a difference between films that work hard to scare you and films that soak you in gratuitous detail of violence.
I can enjoy a film that is very suspenseful and that works hard to scare me. Alfred Hitchcock was a master of that sort of horror film.
The Blair Witch Project back around the turn of the millennium scared me in a really sort of delightful way.
What I don’t like much at all are films that shock with blood and gore. I wonder if the psychological distinction between the two types of horror films makes a difference in the outcomes you were talking about.