First, let's talk about what is a "sublime experience". It is a combination of fear and excitement. This is a psychological reaction, that happens when a person feels fear, but is not in real danger, it brings a sort of satisfaction to them.
For example, when you look at the picture of a big storm that is slowly moving above the ocean, the power of this storm amazes you, and you know that this storm can be dangerous and destructive, but it is far away from you, in this exact moment you experiencing a pleasure, because this storm is not going to hit you.
Philosopher Edmund Burke was first, who wrote a work about a new idea of sublimity in 1756. His concept was about the idea that sublimity may evoke fear, and our knowledge that the perception is not real is delightful.
"Nor is it, either in real or fictitious distresses, our immunity from them which produces our delight ... it is absolutely necessary that my life should be out of any imminent hazard, before I can take a delight in the sufferings of others, real or imaginary ... it is a sophism to argue from thence, that this immunity is the cause of my delight".
The concept of sublime is used in horror movies, video games, and in artworks. That is what "holds" the viewers when they watch a scary film, or "Game of Thrones" series, or when they playing violent games similar to "Resident Evil" or "Counter-Strike".
All these experiences bring pleasure to the viewers because scary or violent scenes are happening to others, while viewers are safe. This type of pleasure, like any other, is addictive, that's why people can't stop playing a violent video game, or can't wait to see the next episode of a scary TV series.
And now, when you know about the concept of sublime, can you tell if you have ever experienced it?