I'm gonna go with MissConfused on this and admit to occasionally fantasizing about snuff. Usually, because I enjoy breath play (and not so much extreme pain), it revolves around being choked or suffocated to death.
I'm not sure why it is so hard for you to understand (no offense) if you can understand why rape or other fantasies would be enjoyable. I mean... would you ever actually ACTUALLY want to get raped? By a disgusting deranged stranger? Okay, some would possibly say yes to this (and some would also possibly want to act out snuff)- but I think that many wouldn't.
The idea is similar to the rape fantasy- it's a loss of control, someone forcing themselves on you. With me it's also the feeling of passing out. The feeling of impending doom. Mentally counting down until the man cums and I black out permanently.
Now again, along with MissConfused, I would never act such a fantasy. Things that I can only do once don't have that much of an appeal to me :-P