My grandmother was always somewhat disapproving of my writing. She didn't like the fact that I appeared to have a preoccupation with death, despair and depression. "Why don't you write nice stories, with a happy ending?" she used to ask me.
I think the answer, for me, is that writing has always been a form of exorcism. Starting with the angsty poems I used to write as a stroppy teenager (you know the type - "it's not fair"; "everybody hates me"; "I wish I was dead" and all that malarky), I have used my writing to deal with negative emotions. My emotional baggage comes out an awful lot in my writing - themes of depression, isolation, betrayal. Consequently, I don't write happy stories because happy emotions I want to hold onto, and keep inside me. It's the ones that make me feel sad inside I'm trying to escape, so I write them onto the page in an attempt to exorcise them.
Some people like reading romances because they like the escapism. They want to forget about their problems and be transported to a world where everything's going to be OK in the end, and everyone will live happily ever after. Reality is uncertain; reality is sometimes unpleasant, and people don't always live happily ever after.
I think for those of us who like horror and things that go bump in the night, the attraction comes from an opposite pole. When we read horror we escape from our uncertain life into a world where everything is much more scary. In real life a wrong decision might mean a bad relationship or a job we hate, or financial loss. In a horror novel, a bad decision could mean a horrible death. Or worse.
So, in a nutshell, this is why I like writing - and reading - nasty stories. When I come back to the real world, where vampires and werewolves don't really exist, I'm not going to be devoured by a demon and the world isn't really going to end, and the worst thing I'll have to face today is a 6am start and another day doing the Evil Day Job, somehow life doesn't seem so bad after all.