The point of creating anything in the genre of horror is that in the end of the work there is no triumph. It’s not a happy ending though perhaps the protagonist survived. That’s the whole reason it’s a work of horror, there is no happy ending. At best there’s a bittersweet ending. At worst, everyone dies and fails at negating the antagonist’s goals. Viewers should be able to enjoy entertainment that might not have a happy ending.
Don’t become too attached to the characters. For most character presentations that won’t be a problem. Horror movie characters tend to be too stupid to live or pragmatic jerks who deserve to die. At least, many work out that way and that’s fine. Good entertainment is an escape, the viewer should not feel guilty for enjoying the entertainment when it’s over.
If the viewer is not in the movie theater, shouting instructions and encouragement to the characters is common. So is hiding one’s eyes and peeking through one’s fingers while waiting to cringe. Couples should feel free to grab for their partners and bury their face in the nearest bodily hollow and whimpering at the squelching noises and screams coming from the movie.