I've never been in combat and have had very little exposure to physical violence, but I stopped being able to watch war movies and even many action moves without feeling terrible at some point in college[1]. Most violent war/action movies and shows do their best to dehumanize the anonymous men that the "good guys" slaughter, but for whatever reason it stopped working on me, and I can't/don't want to turn back on the part of me that, when I was younger, was so casually capable of such dehumanization. (I'm aware that the characters are often fictional, but unless you think you'd be a fan of watching someone depict a torture or rape, it doesn't much affect the logic I'm using).
(There are also plenty of exceptions, where the violence isn't trivialized and the horror is central to the point; Watching a movie like _The Act of Killing_ is far from escapism)
> I do not understand how people watch that stuff.
Frankly, most people have a grossly stunted sense of empathy, with exceptions only for those things that they have firsthand life experience with. An instructive contrast is media depictions of sexual violence against women: for a couple of decades, there has been a concerted effort to decry media depictions of violence against women (sexual or otherwise) that are perceived as unnecessary or trivializing. The success of these campaigns is to be lauded, but what they reveal about how empathy-bankrupt monsters most people are is sort of chilling: people en masse can be taught to play-act empathy by rote if it's drilled into their head that a particular case is no longer socially acceptable, but they don't seem to be capable (en masse) of practicing the skill of empathy itself.
For anyone who watches Game of Thrones: Compare the huge outcry against the depiction of Sansa's marital rape to _an entire season_ of infinitely more gruesome torture porn by the same perpetrator against a male victim, which included genital mutilation. Despite being a far more egregious and lengthy display of gratuitous and stomach-turning violence, the latter caused no backlash whatsoever, and is in fact still fodder for jokes about Game of Thrones-themed foods ("Theon's Flayed Sausage"), including from publications like Huffington Post which were some of the loudest complainants about how unforgivable the former scene was.
TL;DR: It's not a particularly popular opinion, but most people are far more depraved and far less capable of basic human empathy than even their own ostensible moral standards would imply. Like you, I can't _relate_ to how people watch that stuff, but I can definitely _understand_ it.