Mysteries of any kind get many people hooked. There's an inquisitiveness about us that plays a major roll, as we are incredibly curious about a) what happened (after we've been sufficiently teased by these master story tellers), how/why did it happen, and how the hell did the perp get away with it for so long (or remains free to this day)?
If there's a competition, I suppose it's better that perhaps people are more inclined to watch "murder porn" and they are "torture porn."
I admittedly really dug the Saw series and movies like Hostel. There were always many (most) scenes that made me squirm uncomfortably and look away, but that curious side of me would still force me to look after looking away, then squirm again, look again, rinse and repeat. I just had to see it. Now granted, I thought there was a certain artistry that really made this work so well, master-class thriller/horror work with some themes, messages, well designed scenes, quality writing, and solid direction/a solid director that brought it all together. There was also a time in my life that I was seeking the next thriller, expanding my horror horizons, looking for that next adrenaline fix. Much like I love rollercoasters but still find myself sufficiently freaked once at the top of a hill, there are some things that just come with being human and having some freedom to do just that, be human. We all get off in the strangest of ways.
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But I will say that, generally these days, I don't watch much of that anymore. Especially real-life mysteries. I will catch them on occasion, and once I get to reading about something on the internet I tend to geek out and dive right in. But having found enough of this topic in real life by just watching the news and having my eyes open to the world, I've become much more interesting in seeking the true escapes, going right to fiction and skipping this kind of thing. I want real escapes.