You are right about that, but for me personally it all depends on the kind of movie it is.
Pulp Fiction for me is a great movie, but definitely not a serious or "realistic" movie. Therefore the violence doesn't bother me one bit, giving me no reason to feel uneasy at what is happening, or what will happen after the final scene.
Irréversible on the other hand does feel very real. As a result that makes it a bit more difficult for me to see the "bright side" of it.
Same with a movie like Funny Games (talking about the original here). There's nothing in this movie that you haven't seen before, but it all feels different (not necessarily realistic in this one though), which makes it harder to watch. Maybe this is a bad example though, as it does not have a happy end.