Do you not find them entertaining? If you do, why do you? Different people find different violent stories entertaining in different ways. Different people also form different theories when asked to explain it.
I don’t know what “Banshee” or “Strike Back” are, since I have so little hope that modern offerings will be interesting to me, that I rarely even look to see what they are.
I find Game of Thrones interesting in several ways: As a fantasy setting and story and its relation to game worlds I’ve created and played in. As a study in power politics and intrigue and folly and nasty scenarios. As a contrast between the more detailed and sense-making books and the well-done-but-less-sense-making TV version. Etc. The violence I find both interesting and sometimes emotionally moving in various ways: cringe, catharsis, tactically, situationally, choreographically, and just for the fun & excitement.
Fun & excitement? Sure, I’m a boy, and fighting & war games have almost always been interesting & fun for me.
As for sad & horrible? That too! Even as a young kid, I saw that actual violence was sad & horrible, and what gives drama and importance to violence.
As for why a “great many people” are drawn to violent fiction & spectacles – well for many reasons, but besides all the ones I mentioned, also I think because of the lack of access to primal and archetypal things that are central to the human psyche, in our vapid commercial modern culture. Most people are disconnected from their humanity in many ways, and things such as violence, using deadly force, and death itself are prohibited, taboo, feared, avoided, ignored, and so on. People also get numbed in their own comfortable unconscious states. Violence and drama and heroic stories and other extreme situations can stimulate people a bit in those areas.