What is so great about being scared

It is Autumn and with it comes haunted houses, horror movies, and generally things that are creepy scary or etc. I don't get it.  I do not like to be scared. It is not fun to be terrified. Heart-pounding horror is not fun.

Clearly, I am missing something based on the popularity of the genre. 

I don't like scary movies, blood and gore, general violence. The whole things is lost on me.

Scary things are--- scary!! Not fun. Funny things are fun.