I just enjoy pushing the boundaries of what most would find comfortable in their everyday lives, all while doing it in a "safe" environment of fantasy. I would absolutely never wish anything that happens in some of the stories I've written to happen to anyone in real life, of course, nor do I have any desire to perform such actions myself. It's just something that gets the blood pumping and the nerves stimulated when it happens in a story, though, and the mental processes kick into overdrive, trying to comprehend the situation and how it came to be, and how to get out of it. Or, in some cases, how to make it continue, how to savor it, how to turn this dark scenario into something positive.
I certainly understand that it's not for everyone, and I don't always crave such things, but a lot of the time, it just really helps me to get invested.