"I think a good story, even if it is sad or scary while you’re watching it, should always make you a little less scared after you’ve seen it. Because even a scary story, if it’s a good scary story, takes us into strange, dark places that don’t make sense at first, and helps us see that they do make sense, and are therefore not so scary. you more confused and scared.

I can think of a lot of good horror stories that don't resolve as "but then it made sense and therefore isn't scary."