I've always seen it as riding a roller coaster: a rush of adrenaline, especially with movies and (even more) with video games. Gore horror films (of which I'm definitely not a fan) maybe are good to prepare your stomach for a real situation which involves blood, exposed injuries and what not? I don't know, I imagine a situation in which I need to help someone who has suffered a horrible accident. Could a history of watching these films help me at least look at the scene without fainting? Maybe.
I didn't know the concept of cosmic horror, although I have read some of Lovecraft's work. I agree that it could help expand the limits of what we think about life.
Thanks for your response! I enjoy horror movies, but it's been years since I've watched any, or at least any that were the least bit hardcore. And I have not played any horror games since "Shadow of the Comet" (1993), unless you count the "Backrooms" indie game. Though I did watch a walkthrough of "The Shore", and I watched ContraPoints stream a bit of Resident Evil: Village. My horror experiences have been more focused on fiction and, as I noted, non-fiction, but in any case written material, for some time.