Thomas Ligotti proposes a theory which I will paraphrase badly as "people who like horror need a horrific reality they can cope with, because the horror of actual existence is something they cannot face". This rather neatly makes those who do not like Horror the insensitive ones, reversing the more conventional view.

There's a bunch of other stuff about The Nightmare of Consciousness and so on in his book The Conspiracy Against the Human Race.

> Personally I don’t understand why violent horror as a genre exists, and literally cannot empathise with people who enjoy it.

What's wrong with it as entertainment?

No matter what the calm and rational part of my mind tries to suggest, the louder emotional part of my mind is shouting the following:

"""You’re entertained by torture and murder of characters who had done nothing deserving of such suffering."""

That part of me wants to continue with a long rant, but by this point my rational self can sit my emotional self down with a nice cup of tea and a biscuit.

Horror stimulates some brains and overstimulates others, just as

Golf stimulates some brains and understimulates others.

Knowing the underlying mechanism does nothing to create empathy.

Sympathy, humility against my own feelings, sure. Not empathy.