Have you ever read the original grimms fairy tales? Not the disney pretty version, but the real versions that were told to kids as a "normal" thing? They are horrifically brutal. I was stunned when I made the mistake of grabbing an original one and not the disney version and started to read it to my niece. It was about cutting out snow white's heart in detail.
I think the idea behind horror movies is so that we can see that it's ok to be afraid. It's ok that sometimes horrible things happen, even to good people. That facing something beyond bad can help prepare us for the struggles we will have in life -- even if they don't come anywhere near the level of what you and I think of as bad.
Not sure if that's a good or bad thing - it's just a thing.
But maybe a thing to think about?