... Honestly, I don't. I can never find a horror flick that's interesting enough and if I just wanted to see blood, surgery is where I'd go, not the movie theaters. Seeing people picked apart and put back together in real life is more interesting to me and doesn't involve a crappy pretense of what barely passes for a plot. If I wanted to see death in general, I'd just work a few more shifts than usual at the job I already have. I see people die all the damn time. It has no appeal for me.
It also doesn't scare me. You have to be invested in a story or in the characters to get scared for them and I'm just ... not. Sure, you might be able to make me jump if you convinced me we weren't watching a horror flick and something sufficiently shocking happened without any of the god awful "foreshadowing" horror movies use, but being surprised is not the same as being scared, which is something a lot of people don't realize.
The times when I have seen horror flicks? I didn't root for either of them. They just weren't that compelling. Sure, psychos are fun and occasionally you get a character who seems genuinely likeable, but the former are a dime a dozen so it means little to me and the latter is too rare for it to be much of a blip on my radar.