Honestly? Aside from boredom and voyeurism, I think it scares people to realise how common place it is for things to go horribly wrong. A mum drops her kids off at school, walks the dogs where she always does and ends up drowned in the lake. A mum takes her little boy out on a boat trip and drowns, leaving him to watch his mum die, then left alone in the middle of a lake where (thank bleeping god) he was surprisingly found, safe. A young mum gets cancer, not long after her father in law is also diagnosed. A doctor who has spent his life trying to evade death and making (seemingly) all the right choices, perishes from a walk on holiday. A young lad is out partying with his friends, and has potentially gone the same way.
Normal people, normal choices, normal mistake, normal horrible luck. They are us and that scares people. It's easier to believe it's the mafia or something batshit to convince yourself it won't happen to you.