The chief reason why many will remain drawn to a story regardless of the "discomfort" of themes of terror and fear is because of the overriding desire to have our suspense satisfied.
Suspense in literature is the feeling or eagerness or curiosity about an event that is about to happen that we do no know or have details about.
Great stories regardless of their theme have the capacity for great suspense, hence keeping the reader or audience interested until the end.
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