Sure, you can. You can watch horror movies whenever you want. As for why some people like being scared, there are a lot of different reasons. For some, it's a thing of bravery. Going to a scary movie or a haunted house, there's the expectation of being scared and they want to see if they can overcome that. There's also the group experience, going with friends, all having fun, making fun of each other.

It's also a controlled environment. When someone comes after you with a knife in a haunted house, they aren't going to hurt you. You can escape or they'll stop and everyone has a good laugh. Very different than someone on the street coming after you with a knife. No control, no safety.

Being scared also gets your adrenaline up.