First, it is horror.
Awful stuff and situations you wish you weren't experiencing.
Even a trip to a hated relative's house can be horrific if there is enough dread and anguish.

Second, there is a struggle to survive and -- by extension -- the capacity to survive, whatever form that survival takes.
Thus, there is theoretically a way out or a way through built into the situation.
It may take some work (and probably should) but the way out or through eventually becomes clear.

The only question left remains: Is there a point at which surviving the horror becomes undesirable? :|
++++++++++++++++++
Skel: "Ever seen a drunk Lich before?"
Nort: "An drunken undead wizard? How's he get drunk?"
Skel: "It ain't friggin easy, le'me tellya.
Now pass me another beer or spend the rest of your life as a frog!"