I think Americans do tend to fetishize violence, and we tend to be a very warlike and violent culture. We’ve been a gun culture since our existence and we’ve not hesitated, as a nation, to enforce our will through violence or military action.
Our most iconic films, the westerns, tend to glorify the violent, final ending of a problem with gun play (which usually involves a dastardly and cowardly villain), while simultaneously downplaying the actual violence. It wasn’t until Sam Peckinpah arrived on the scene that we actually started seeing blood and gore on the screen.
Now it seems like we revel in it. I watched the last “Rambo” film, in which Stallone goes to town with a mounted .50cal and was actually horrified at how realistic the depiction of the damage was. The “Saw” films you mentioned, as well as the two “Hostel” films are also good examples. These movies aren’t horror movies, in the conventional sense of the word (i.e. they’re not really trying to scare you at all), rather they’re porno for violence and gore junkies.
Of course, if you want to militarize a culture, then you need to inure the young to violence.