I appreciate your emphasis on the audience's emotional bonding. Not enough analyses focus on the audience.

Typically audiences bond emotionally to a story based on how they view the quest of the protagonist.

In horror films, the most common quest is to escape the monster (demonic force, whatever). This means that the typical horror protagonist is vulnerable in some way, and thus emotions like grief or fear tend to drive the story. Rage is less common. Even in something like Carrie, the bulk of the plot is based on the protagonist's vulnerability. For a more complex trajectory, check out Peeping Tom, in which the protagonist is the monster--vulnerable in a way but perhaps acting out of rage.

(Haven't seen The Northman or The Lighthouse, but I have seen the others.)