Well, there are several typs of horror, so the answer might not be that simple.
There're horror stories that focus more on atmosphere, some that focus more on shock (Jump scares and the like) and some that focus on gore. And some works who combine two or all of these elements. Not everyone are going to like all of these, and yes, some will not like any of it.
Now me? I'm not really a fan of shock horror, aka jump scares, or pointless gore. Because in the end, some of them just don't feel all that unsettling. It's just for a quick momentary shock, which might suit some, but for me, it just feels a bit cheap. Of course they can be used to great effect if done correctly. But they're tricky to pull off.
(Not to mention, whenever I watch a movie or TV show, horror or thriller, I just get annoyed that suspense is apparently based on how stupid you can make your characters act. I'm...not really a movie person)
Out of curiosity: When talking about horror, (Using games as examples) are you mainly talking about games like Five Nights At Freddy's-type horror, Silent Hill-type horror or just horror stories in general? Because depending on your answer, it might be that you're simply sick of one type of horror.