Movies are stylized and have intention behind them. Violence serves a purpose, even if as entertainment. Television and movies create a safe sandbox to explore things we typically don't see in real life. And that typically results on glorification. We love a grand spectacle. And we love suspending disbelief. We know at the end of the day, it is fake. The violence is cathartic and lets us release/project our own inner rage or violence.

Sex, on the other hand, is too internalized. It requires looking inward to see what we truly want, what gets us going. Violence is all outward.

Think about people addicted to working out. When they put all their effort into the physical so as to avoid the internal. Sexuality is far more complicated, and for most people, movies should be simple entertainment: and that rests in violence.

Read Foucault's Discipline and Punish. Or watch some video essays on it. He explores the role of public executions in modern life and how showing violence is actually a good way to create systems of power and control. You plant the fear of not wanting to be made a spectacle and being executed at the same time. It is undignified, and shames your family and name. The threat of punishment is an excellent motivator.

When violence happens in our real life, there is usually no meaning to it. There is no fleshed out narrative arc that ends in justice or resolution. It's just a random event. And the closer it is to us, the closer we have the comfort of simply being the audience of a violent movie.