Overall, evil doesn't shock us. We use it for entertainment.
Don't push that point too far; we may still be shocked by finding evil where we don't expect it. Finding a serial killer living across the street from your house may well be shocking to you. But it isn't so much the evil that is shocking as it is the failure of good order; what shocks you is that the evil wasn't kept as far away as you had learned to expect.
Neither do I mean that you won't be afraid of evil. People tend to be afraid of the unfamiliar, whether evil or good or merely different, and for us this generally is expressed as anxiety and in patterns of avoidance. It isn't the evilness that gives rise to such fear, but the strangeness or a lack of the skills with which to control the unfamiliar situation.
Were you to begin writing a novel or a movie script, I would expect that you would begin with some truly terrible evil: a murder, a rape, a war, possibly a person of great gifts who has turned them toward enslaving other people. Who makes movies about raising carrots?
Now, there may be excellent social and psychological reasons why human beings make stories out of evil. Those stories may be a fundamental method for learning to cope with the vast amounts of evil that can be found in the world we inhabit. It may be essential for our mental health. My point is that we do entertain each other with evil, and that we are not usually shocked by hearing about evil.
Given that this is so, why do humans so often attempt to influence others by shocking them into submission?
The terror attacks on New York's World Trade Center in 2001 may be one example of this mindset. The evil there was so great and so far out of good order that people all over the world actually were shocked, but, whether they were near the towers or far away, people continued as functional and rational beings. Even an evil sufficiently great that it did engender shock failed to suppress either reason or will. Despite that experience, the initial strategy for the war by the United States against Iraq, which arose out of the aftermath of those terror attacks, was based in part on the concept of shocking people into submission with a show of vast amounts of death and waste.
This same attitude can be discovered repeatedly by visiting the records of wars through the centuries and the records of conquerors and usurpers across many human cultures. It seems to be nearly as prevalent as the illusion of the invader or despot as benefactor and friend. (Curiously, the two illusions can coexist.) You can discover the same expectation of the power of dramatic destructiveness to shock others into compliance by honestly examining your own mind. This is an illusion so commonplace that I suspect it must have some basis in reality.
Nevertheless, a strategy of using the shock of evil to conquer the minds of your enemies is destined to failure. Evil doesn't shock us.