When it comes to fears there's like. A big difference between not being scared/disturbed and being disturbed and fascinated.
I don't get eldritch horror. As in. It neither fascinate or disturbs me. (This probably has something to do with the fact I never cared about space or dinosaur as a child but was much more impressed by more mundane science facts like refraction and rainbows.)
On the other hand. I do have a fear of bugs. But the fear increases my fascination. So I love learning about them and looking at photos and videos of them. So my friends are like "not everyone's got a thick skin like you." Yet bugs are still a reoccuring element in my nightmares.
My friends are perhaps only mildly afraid of bugs, but still don't wanna see/hear about it. While I am actually terrified, but still find them interesting.
I think for both horror and squicks, there's like. The 3 reactions. "Yikes, yes." "Sure. Whatever." And "Yikes, no."
When people ask me about subject matters, like "are you comfortable with X" when it comes to dark fics, it's like "no I'm not even comfortable with vanilla sex, but being disturbed is not necessarily a hindrance to my enjoyment".