You're attending a performance of Wit. Vivian is dying of cancer. If you're human, you have compassion for her. You don't want her to die.
We say stuff like that. But is this really how we feel. Emotions have an essential motivational force. But are you motivated to stop Vivian from dying?
Maybe you are motivated, but there is nothing you can do to act on that motivation? Yet there is. You could run on stage, and threaten or bribe the actors to make sure that Vivian lives. Or you could pray that the playwright had put in a happy ending.
Or imagine that you are Margaret Edson's friend, and she's just written the first half of the play and let you read it. Maybe you could plead with her that Vivian live, even though you have a nagging suspicion that art may call for Vivian's death. Surely, if you really cared about Vivian, you would plead, or, if not that, at least you'd feel guilty to be sacrificing her on the altar of art. But there is no call for guilt here.
So, I don't think we really have compassion for Vivian. Rather, there is some kind of a shadow feeling. This shadow feeling has similar phenomenology to the real thing, but its motivational force is different. If I am right about this, this blunts St. Augustine's criticism of drama that it causes inappropriate feelings. For the shadow feelings are quite right.
Fear when watching a horror film, though, may be different... It might be real fear, not just a shadow. But that's because one fears for oneself rather than for a fictional character: one fears being startled by something particularly gruesome, say.