On the surface it would appear that most people that are fascinated by cults are fascinated by them for the same reason why people are fascinated by serial killers: the darkness that they represent violates such basic principles that we can't help but be frightened and compelled by them at the same time. I don't want to discount that morbid side, but I also think that there's something more going on. I think part of what makes cults so uncomfortable is that we also can't afford to admit that maybe they actually are the path to enlightenment that they promise to be.
The Sacrament is about a trio of reporters who trek into an isolated area to do a feature on a cult and it follows the slow build model of a lot of old school horror movies like the Texas Chainsaw Massacre. For the first half of the movie nothing bad happens - in fact, all the reports they keep getting from the workers on the compound are ecstatic - but from the time they pass the armed guards at the gate of the compound the threat of violence is always just out of view. Now, you can tell from the music cues that this is a horror movie, which makes you think that the reporters are justified in their paranoia, but let's speculate for a second. What would happen if all the wondrous stories they keep hearing about "Father" are true and he really is a wise and benevolent figure?
I think this would still be a tense and uncomfortable movie even if Father isn't a violent madman because he represents an existential threat as well as a physical one. When you're young you generally don't have to solve your own problems - your parents take care of them for you. Part of growing up is breaking away from your parents, and a big part of that is learning to take care of your own unpleasant messes yourself. Most people get reasonably good at doing that, but there's always going to be a part of you that remembers times when you didn't have to deal with frustrating bullshit and kind of misses those simpler times. Cults play on that psychological weakness. By surrendering control to them you theoretically lose responsibility for the negative things that threaten to overwhelm you, but of course the cost of that is your autonomy; you are now reduced again to being a child, which is not the natural order of things. Even if the reporters in the Sacrament aren't in physical danger they are in psychological danger because they're being faced with a troubling choice. Wouldn't they be happier if they were living a simpler life? But is happiness worth forgoing maturity?
The movie doesn't go too deeply into that hypothetical, of course, because seeing armed guards on the outskirts of a compound governed by a reclusive madman is basically a guarantee that at some point the situation will descend into bloodshed. Still, the film's unhurried pacing and surprisingly adept script allow it to explore some of the more abstractly troubling parts of cult life instead of just rushing into the morbid facets of it we all already understand; there really are moments when it's almost plausible that the too-good-to-be-true promises that Father is making are maybe actually true, which is a feat this sort of heavily forshadowed movie rarely pulls off. It's the rare horror film that mixes psychological stresses in with physical threats, and is all the more intense because of it.