Why do I enjoy horror movies even though they go against all human instincts?

Adrenaline reward. Horror movies provoke fear, initiating the fight, flight, or freeze response and a rush of adrenaline. However with no real danger present, this rush of Epinephrine then endorphins create pleasurable feelings. Because the good feelings activate the brain's reward center, you may seek the reward again and again by continuing to watch horror movies.