experiencing tension and shock in a context where you know that you aren't in real danger can be fun in the same way that fight scenes in movies are fun but watching actual violence isn't
Also, I think literally everybody I know who loves slasher flicks does so for the sheer camp value because those plots turn into absolute nonsense approximately all of the time
Good horror makes me spend a couple of hours being scared of vampires or whatever instead of losing my job, never reaching my full potential, dying alone, etc
Which doesn't mean that horror movies are bad or that they aren't great art or a lot of fun for other people- they clearly are, and that's great, so I just try to stay in my lane and not bother people about it.
It's not my thing, but not everything has to be my thing. There are plenty of other things out there for me, other people who actually enjoy this experience can have this one.
I like XKCD but sometimes it kind of feels like the dude is being willfully dense