Perhaps the best explanation is that people, as a whole, just like to be scared.
Roller coasters are a good example of uncomfortable moments.
We find that brief moment of fear exhilarating, and in the end it actually serves to calm us down. Another good example of this nearly sadomasochistic phenomenon is horror movies. The reason that some of the most popular films of each decade have been horror movies is because we love to be able to go into a dark theater and become terrified by on-screen horrors. Once again, we know deep down that what we are seeing is fictional and can't harm us, but our mind effectively tricks us into jumping at certain bloodcurdling scenes and becoming frightened. Strangely enough, films that drift away from showing the actual completion of horrific acts, but merely imply what is happening or is about to happen, are the ones that seem to stick in our minds the most.