It might amuse you a little to know I also review children's cartoons lol.
I'm sorry you find the excuse of, "It's not real," as lame, but honestly that's a big part of why most of those movies don't bother me. I've been around real violence, I've been around real horror myself. When you've had it happen, suddenly the imaginary is too fake to take as seriously as real violence. It might bother you a bit but in the end you know it's fake. Keep in mind no two people are alike, so where some people can stomach their horror, others can't, and there's nothing wrong with that. Some people can stomach Twilight. And to make Twilight relevant to the "Why would you watch something disturbing?" topic, remember that aside from werewolves and vampires, it also depicts the mental breakdown of a teenage girl that by the second book goes down an extremely self-destructive path just to make her ex boyfriend notice her. I for one cannot stomach Twilight because I find the premise ridiculous and the love story cliche. Does that make one of us right and the other wrong? No, it just means we have different tastes. We are unique creatures, we should embrace it.
The other reason I got into these movies is because they all have stories behind them, and researching their history is honestly more fun than the movies themselves, which is part of what I do on the blog. I've come across ones that have been banned all over the world for various reasons, I've had ones that got directors killed and others that lead them to have to prove to a federal court that they did not murder their cast while making their movies. Being a fan of true-crime, researching this is a lot of fun for me. In fact this reason is usually the biggest for why I got into these types of films.
I do agree that all movies have messages in them, however I feel many of them are dependent on how the viewer interprets them. Some of the movies I listed before were designed to have a message, or so the directors claimed, but in the end the only message they gave was, "I wanna disturb and make my audience feel as uncomfortable as I can."
The porn analogy is invalid because that's not fake, those people really are naked and having sex, and if the wife believes that watching porn is the same as having an actual affair in your mind, like many Christians do, then thaty gives her fair grounds to get a little cranky with him.
I agree with your ex that Saw is more of a thriller than a horror. Saw was designed to make you think (well at least the first one was, I can't say the same for the sequels). Each of the victims in the movies are captured for various reasons, usually ones revolving around the fact that they had wasted their lives and they now had to either man up and prove they were "worth living" by saving themselves, or let themselves die. I put "worth living" in quotes because I know people will argue that that's not how you determine that, however that's how the character, Jigsaw, determined it. Horror movies tend to be more about fear of things you can't prevent like Freddy Krueger, Michael Meyers, or any other great slasher villains, but I'm getting off topic.
I would not consider Passion of the Christ horror. Just because it's bloody does not make it horror. If it did then the Bible itself could be considered a horror story (see the story of the Man and his Concubine if you don't believe me). If anything I guess you could say it falls under the "Historical/Religious" category.
As for your question on what messages other horror movies have, I already answered this question above and since this response is rather lengthy I'll refrain from repeating myself.
