I agree that credibility is a factor, and that distance is a factor, and I’d propose a third, which is social circumstance.

If I put on Breaking Bad and am uncomfortable with it, I turn it off and I find something else to watch. Vince Gilligan doesn’t care, and if my wife wants to watch it, she can Netflix it while I’m at gaming night.

If I have a weekly gaming night, and my friend brings Cartel and I trust him enough to give it a shot, but then find partway through that I can’t handle the material, I’m “invested” in a different way. If I walk away mid-game, I’m disrupting my own experience and also the respective experiences of everyone at the table. There’s also the potential that I will be seen as disrespecting my friend who proposed the game in the first place and took the time to prepare and run it. If I muddle through a session, speak to my friend afterwards and say I can’t play the game any more, I can either isolate myself from my game group for the period of time it takes the game to play to whatever passes for completion, or I can pressure them to play something different, which is disruptive if any of them are engaging and enjoying. It’s a substantially lower social cost to say up-front “I don’t feel comfortable playing this game, let’s find something different” than it is to withdraw partway.