Great advertising triggers an emotion in you. It has purpose. It touches a nerve, and that provokes a reaction.
By whatever means it is accomplished, the prime business of a play is to arouse the passions of its audience so that by the route of passion may be opened up new relationships between a man and men, and between men and Man. Drama is akin to the other inventions of man in that it ought to help us to know more, and not merely to spend our feelings.
I wouldn't say that I'm actually trying to cause chills in the audience, but certainly my goal is to, at the very least, effect a physiological response - at the most, to effect some sort of state change, ideally, in the audience.
Children like being a little scared, but they don't want to be disturbed.
We often mistake the artificial chemical and psychological thrill of fake edges for the real. In fact we often seek them out as a substitute for the reality of change, growth and exploration. Our minds and bodies help us in this, as they react much the same to this simulations as to the real world.
We like reactions - a reaction is walking out on us, a reaction is throwing tomatoes at the stage, that's a healthy psychological reaction.
I can give you high blood pressure just on the phone by criticizing you. On the other hand, I can send a tweet to somebody in China and give them a dopamine hit.