Even a game like Amnesia
which strips the player of any kind of typical defence and throws them into a nightmare world of horror is something I can enjoy, though it seems to crux on the same feelings of helplessness as a film. I can explore the torture chambers and make my way past decapitated dog corpses because I'm the one in control. I can look (and not look) where I want. I decide when to put away the lantern and hide from the monster, or when to flee like a madman. Just having that control gives me the ability to deal with the situation. We all know that no matter how much it freaks me out, I'm going to investigate the torso heap. I can't go further in the game without doing so after all. But knowing I could run if I wanted to is the safety hatch that lets me enjoy violent scary games that I can't get while watching a movie.
Games let you take command and even if you choose to go to a nasty place, it's still your choice to make. That makes it infinitely more preferable to me than being a passive spectator.
For me, when it comes to violence making me uncomfortable, it's not the bloodshed, it's the passivity.
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