If we were to watch a fictional depiction of a die-hard Bigfoot believer heading into the woods and running across something he interpreted as evidence of such a creature, we'd be unlikely to be very impressed. That is what we'd expect, and it doesn't involve any real suspense or surprises. Similarly, watching ghost hunters find something they interpret as evidence of paranormal activity only takes us so far. That's what they do, after all. What we need to make our fictional stories much more compelling is a skeptic. Specifically, we need to see a skeptic changing their mind.
When it comes to horror movies, I think it is pretty clear that the skeptic plays an essential role. There's a good reason why we see skeptics in so many horror flicks: they make the story far more interesting than it would otherwise be. It is one thing for someone who is already predisposed to believe certain things to encounter something that confirms their beliefs; it is entirely different when someone who is thoroughly skeptical in the beginning encounters something powerful enough to change their mind. Horror writers recognize this, and that's why horror appears to be the one genre of film that goes out of its way to feature skeptics.
Skeptics have played a prominent role in most subgenres of horror. The supernatural, alien, and monster-oriented ones are probably the most obvious examples, but we sometimes see a different sort of skeptic depicted in some slasher films that don't involve supernatural themes (e.g., the person who is skeptical of the degree of danger someone poses). I wouldn't claim that skeptics are included in every horror film, but we do see them far more often than in any other genre.
This is the point where some of the skeptics among you may protest. But the skeptics always change their minds in these films (or die)! Yes, that is true. The point of including the skeptic appears to be in order to show that moment when they realize that whatever they were skeptical of initially is very real. That is by design because it makes for a far scarier story. We, the audience, know that what we are seeing isn't real. At least, I hope most of us do. The skeptic changing their mind makes it easier for us to suspend our disbelief and enjoy the flick.
When the part of the skeptic is played by a decent actor, we see something else that often contributes to the atmosphere of the film: we see the skeptic's inner turmoil. This is someone who wants to stay grounded in reality and to dismiss the strange possibilities involved by whatever is going on in the film, but they cannot do so. They are conflicted, tormented even. And witnessing this struggle is great for building tension, dread, and the other emotions the filmmakers are after. Many horror films would be thoroughly dull without the skeptic.
I do wonder from time-to-time whether some filmmakers deliberately use skeptics in their films as a way of promoting their religious beliefs. Some of what I have heard about The Exorcist makes me think that this could have been the case there. I believe that was an example of a film where those involved were trying to convince audiences that Satan was real. If people believe that, they might be more likely to attend church, etc.
As an atheist and a skeptic, I have mixed feelings about this. While I appreciate seeing skeptics depicted on film, it can sometimes irk me how one-dimensional many of these characters are and how quick they can be to toss aside science and embrace supernatural garbage. Still, I recognize that their presence usually makes the films more enjoyable than they'd be without them.
