The difference, of course, is that I and the other attendees of the film fest know that horror movies are not real. We don't believe they are and we don't want them to be. Well, there might be one or two crazies who do believe they are real and want them to be reality. But this is true of religion too.
Because more religious people believe their myths are real, there are more psychotic extremists who do f-ed up things. It is interesting that horror movie buffs are generally more nice and peaceful than religious nuts.