I see no problem with horror movies, as they are fiction. It is not real, there is no actual violence taking place. In that sense, it is a safe means through which to explore violence, pain, death, etc, without experiencing or inflicting it first-hand. Humans are more than capable of distinguishing reality from fantasy, and we explore many forms of fantasy through various art forms, such as books, pictures, movies, video games, etc, with such fantasy very rarely provoking any real-life damage or re-enactment.
Does such fiction glorify violence? Rarely. In most cases horror-violence is clearly depicted as evil, with those who commit acts of aggression almost always the "bad guy", the monster, the disgusting inbred hill-billy. The protagonists of horror movies, in the majority of cases, defeat their attackers through violence in self-defence, and are celebrated for doing so. In fact, a significant part of the horror industry, at least until the last decade or so, was based around delivering simple moral lessons through the good/evil binary of horror (Vault of Horror, Tales from the Crypt, etc).
And the more gory a horror movie becomes, the clearer the consequences of violence become in tandem. A knife is wielded, and blood, gore, and mental trauma arise. Compare this, for example, to war movies up until the last two decades, which routinely showed men being shot or stabbed once, and dying instantly without a single drop of blood, or bombs that killed only the enemy, with no "collateral damage". Horror movies deter violence, as they unambiguously demonstrate the consequences of violence. The absence of gore is in many respects the real problem in violence-depicting artwork.
Imagine two movies, both involving an incident of rape. Movie A shows the initiation of a rape, but pans away behind a closing door, later returning to a traumatised victim. Movie B depicts the rape in savage detail from start to finish. Which movies best delivers the true horror of rape, and strengthens human resolve against it, the one that showed it, or the one that hid it?
Just some contrary thoughts...