For me to enjoy horror, I have to be in the right mood. That applies to any type of media, may it be movies, games or books. I haven't played or watched horror in months, but I did a Silent Hill marathon two years back. Sometimes you just don't want to look at something grotesque, sometimes you do.
Horror is also a very broad spectrum and highly subjective. I, for one, never found the Alien movies scary. To me they are part of a dark sci-fi franchise that is very cool and tense, but not horrifying. And a lot of Steam/itch.io horror games I played weren't either. Jumpscares do have me jumping, but that's about it. I still enjoy consuming some of them because they are small escapes from reality nonetheless and often tell stories that are otherwise left untold, maybe they even have other great qualities. Alien Isolation, for example, is a really good stealth game and I love space, even if the game didn't "horrify" me.
What gets me is psychological horror. Things like "Shutter Island" or Silent Hill make me want to crawl under a very, very thick blanket. While I would like to visit the Nostromo, when it's not infested of course, NOTHING will every bring me wanting to go to Silent Hill.
Why do I still play those games? Because horror makes you invested. A good horror game is immersive. Without immersion horror doesn't work and so horror games always try the hardest to make their world and their story immersive. Gameplay needs to be at least good enough not to break that immersion. What you get is often the crème de la crème of immersive world building, story telling and gameplay that is possible at the time. And that is what I want from games and media in general. I want it to grab me by my hair and pull me into its world, never letting go, even for a second. Tension is perfect in accomplishing such a feat, and what better way to create tension than with pure horror?
