Its the primitive instinct in us that makes us enjoy suffering. Our nervous system wants thrills & chills and such scenes of suffering feed our need for such thrills.

It is almost the same reason why we enjoy seeing Martial Arts, Boxing etc.

That somehow quenches our primitive thirst for blood & gore (you believe it or not, but we are biological animals first and then social animals).

Interesting question. Thanks!

I think there's a big difference between fiction and reality. Watching a fictional horror movie is not the sign of a sadist, but of someone finding a safe way to scare themselves. We get to see things that we don't normally see, and satisfy our morbid curiosity about what a murder is like, without being in harms way, and without anyone actually getting hurt. We can get the adrenaline and the shock while also knowing that those people are, in reality, safe. It's story telling, just like the grandmother getting eaten in Little Red Riding Hood.

Now, when you look at something like gladiator fights, that's a pretty interesting bit of human nature. That is actual joy out of watching unwilling victims being actually brutalized. In those instances, you're usually looking at some pretty definite cognitive distance. The victims are not being viewed as true people (gladiators were slaves, and slaves were not thought of in the same category as free people). There is a mental block between "them" and "me," and their suffering becomes something that receives no empathy. There may even be relief because their suffering shows that one's own life has a definitive LACK of suffering. It takes a different kind of upbringing to create that mindset.

Not everyone likes those kinds of movies, and not everyone is rooting for the bad guy, but I think they're overall pretty harmless. I think it's normal for people to be curious about the worst that humanity can deliver, the terrible moments that are a reality in some human lives, and what it would be like to witness those things first hand. It's just taking a look at the other side.