B: Why (don't you like horror movies)? (I like them. Most people like them. We like them because) they're fun.
Most of the words B means are left out for the sake of brevity and are understood from the context. This is ellipsis, which is very often encountered in English.
I've learned you say "why not" when the other person says a negative sentence. Which is more common, "why not" or "why", when somebody says "I can't stand horror movies."?