Given the ending of the horrifying real-life events, moviegoers know that things are going to go bad, and no last minute save (the kind so prevalent in fiction) is going to change that.
This make the telling of these stories simultaneously difficult to watch and necessary to remember the past.
There is something about films like this, based on horrific true events, that achieve a kind of terror that fictional films cannot match– be it United 93 or the recent Netflix movie 22 July (both from Paul Greengrass.)