They want to escape. I don't know. It makes little sense. But the fact is people do want to do those things. I love to read a good horror novel.
Many people do.
We like the eerie things, the stuff that sends a tingle down our spines. We've kept Twilight Zone on the air for forty some-odd years. Well, I think it is because horror fiction is the only fiction which has as its foundation a fundamental belief in God. Because there's the B side, dude. Werewolves and fairies and goblins are all acknowledgements that there is magic in the world, powers beyond our ken.