If a horror move gets too scary, you can always close your eyes. You can close your eyes during a videogame too, but it will probably end with your character dead. On his blog Ruminatron 5000, Peter Shafer describes how much he didn't want to play Silent Hill.
Games like Silent Hill create an intensity like no other kind of entertainment because because they create such a strong sense of cognitive dissonance in the player’s mind. I remember each and every location in Silent Hill because of how much I didn’t want to be there. Each and every new location was like being Dallas and climbing into that air shaft to find a creature that most certainly would kill me. But I memorized them in order to solve the game’s arcane puzzles and to try and find out what was happening there. If you let yourself get caught up in Harry’s plight, then you’ll feel just as trapped as he does when you consider that the only way he gets out is with your help. There’s no covering your eyes and waiting for the credits to roll. When you turn off the game, you are abandoning Harry and Cheryl in that town.