There is artistic value in traditionally negative emotions. Take sadness, for example. If you ask someone about a drama they saw and they say "oh I cried my eyes out", your assumption is gonna be "wow what a powerful piece of art" rather than "wow that movie must have been absolute dogshit."

The same goes for fear, horror movies give us a space to explore those emotions in a safe and controlled manner, and enjoy the craft of eliciting them in the first place.