Several of the items on your list have straightforward explanations that are variations on 3. In partiular, horror movies and rollercoasters are a controlled means of inducing fear for the emotional response it causes; and spicy food, if by that you mean food with substantial capsaicin levels, is a controlled and completely safe means of inducing arbitrary levels of pain in order to enjoy the resulting endorphin high.
On the other hand, while I'm not familiar with Alban Berg, I voluntarily listen to "music" that probably puts his work to shame in terms of apparent unpleasantness, and intuitively suspect 1 is the most accurate explanation of this. And no, I gain no benefit of signalling status or sophistication from this, as most people's response to said music is to wish not to speak with me.
Ah, but status-based behaviors aren't necessarily calculated based on present circumstances. e.g. I became somewhat of a grammatical pedant growing up to gain the approval of teachers, parents, etc.; although it's now an annoying behavior to those around me, the habit still exists.
Followup to Stuck in the middle with Bruce:
Bruce is a description of masochistic personality disorder. Bruce's dysfunctional behavior may or may not be related to sexual masochism [safe for work], which is demonized by most people in America. Yet there are ordinary, socially-accepted behaviors that seem partly masochistic to me:
Question 1: Can you list more?
Question 2: Doubtless some of the behaviors I listed have completely different explanations, some of which might not involve masochism at all. Which do you think involve enjoying pain? Can you cluster them by causal mechanism?
Question 3: When we find ourselves acting masochistically, should we try to "correct" it? Or is it part of a healthy human's nature? If so, what's the evolutionary-psych explanation? (I was surprised not to find any evo-psych explanations for masochism on the web; or even any general theory of masochism that tried to unite two different behaviors. All I found were the ideas that sexual masochism is caused by bad childhood models of love, and that masochistic personality is caused by other, unspecified bad experiences. No suggestion that masochism is part of our normal pleasure mechanism.)
Some hypotheses:
My guess is that, if it's a side-effect (e.g., 3) or a non-causal association (4), it's okay to eliminate masochism. Otherwise, that could be risky.
These all lead up to Question 4, which is a fun-theory question: Would purging ourselves of masochism make life less fun?
ADDED: Question 5: Can we train ourselves not to be Bruce without damaging our enjoyment of these other things?