In one of the Hitchhiker’s Guide to the Galaxy books (probably the first one) the grumpy robot, when asked if he’s telling the truth about something, says something along the lines of “Life! Isn’t there enough of it already without making up more?!”
I think that there are enough terrible things happening in the world without making believe that there are extras.
So, no, I don’t enjoy being scared by fictional media. And I don’t understand people who do.