How else are they going to keep advancing in an eerie house or graveyard? Like lawyers, they search for more and more evidence so that they get the complete story. Meanwhile, they meander around corpses, severed appendages, and screams of horror. Such dedication and determination to get at the truth before finally declaring that ghosts/goblins may exist!
shareTechnically the protagonists are reactive (as opposed to proactive).
An example is Liam Neeson in "The Grey" - he reacts to what the monsters do, rather than be pro-active and hunt them down or set traps.
This also explains why most horror movies have female protagonists - a reactive male is deemed to be weak and unsympathetic.
Another attribute Horror protagonists have is genre blindness - nobody understands that they are acting out a series of cliches. The exception is in in films like "Scream" or "Cabin in the Woods", which deliberately parody the genre's cliches.
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Blood of Thrones - proceeds to Action Cancer:
http://www.orb-store.com/blood.htm