I suspect humans have evolved to need a certain amount of adrenaline and sheer excitement.
Life used to be a lot more dangerous back in the eons of our development, and I suspect it provides a lot less in the way of peak stuff than it did for the hunter gatherers...what with being a prey animal themselves, and the rumbles with the next clan along.
We have always tended to enjoy bloody spectacles (see public executions, arena fights, bull and bear baiting and such)
In our countries, we are generally not subjected to them (except maybe within gangs?), so we create them on film and games and such.
Thing is, with such a constant diet so readily available at the press of a button, we develop tolerance, so the things need to get grosser and grosser to get the same hit...same with porn, research is suggesting.
I think there are other ways to get the hit...like more dangerous sports...but horror films etc are just there.
Remember when Mary Shelley's Frankenstein was really scary? Gothic novels? We need a lot more than that now.
I think it's gross, but I see why it sells.
Anyhoo, that's my theory.