Why do I like thrillers so much? Is it because my normal daily life is so boring? Problem is that it would just be unreasonable to be some kind of action hero IRL or otherwise to try to do some of the things that happen in movies. I like thrillers a lot, also action, space, sci-fi and horror, but mostly when they are also thrillers e.g. Alien or some of the more serious Marvel films, I don't really like more action based (Die Hard, John Wick) or pure horror (The Exorcist, The Conjuring) films. I like the setting, a lot, of people working and having something attack them e.g. the new movie Underwater, or there is a lesser known one Leviathan (1989) in which people are working on underwater rigs.
I only catch a handful of movies a year. I'd still say a lot of those iconic Arnie films of the 80s and 90s hold up as my favorite. I don't know why you in particular might appreciate thrillers in particular. Something about a drab exposition coupled with a disproportionate rising action must soothe ur h'butthurt somehow heh