Oddly, before I got old enough to realise what a cesspit the world is - lots of good people trying to just get on with their life while the rest of them try to make it difficult and unpleasant - I used to watch a fair bit of horror.
I would eagerly partake of the wares offered by the man who drove every Tuesday down our road in his little van. He would rent us pirated videos, and didn't care about the age of the viewer; Basket Case, Driller Killer, Texas Chainsaw Massacre, The Stuff. At some point, I just grew out of it, when I realised those kinds of films glorified "horror" and suffering, and I no longer found it entertaining.
I mean... that's fine, if that sort of thing soothes you. I'm not judging you. I just think I'd rather engage with things that made me feel more positive about the world; I mean, it isn't like we're not bombarded with actual real horror on the news 24-7.
If I do watch horror, it has to have something else to grip me; a sci-fi (Alien) or post-apocalyptic setting (The Walking Dead) or a clever conceit (Paranormal Activity), or turn the genre on its head (Cabin in the Woods).
It's much the same reason I don't tend to play horror video games. Oh, I've done all the Resident Evils - Resident Evil 7 VR literally made me sick (albeit nothing to do with the content) - and I played Silent Hill back in the day. Alas, most horror video games - that I've played - are more weird than scary.
I never played The Evil Within, but The Evil Within 2 is a case in point. In fact, it comes across as a little desperate in its attempts to show horror, a misguided belief that bigger = more scary, when really it's the little, unseen, things that tend to get to us.