Kant said a terrifying storm can give you pleasure, as long as you're safely out of it
In the 'Critique of Judgment', Kant distinguished the beautiful from the sublime: beauty pleases through harmonious form, but the sublime, a storm, a vast mountain, an overwhelming ocean, first overwhelms the imagination before reason reasserts itself, recognizing that the mind itself can conceive what nature's scale cannot literally contain. The thrill, he argued, is really reason discovering its own power.
— Immanuel Kant, Critique of Judgment (Kritik der Urteilskraft) — 1790