The logical reason is that the body is trying to subconsciously say that there is something wrong or that you shouldn't have watched that scary movie. Those are generally decent reasons.
Except that it's rare I get the sort of monster nightmares. My nightmares are usually about somebody chasing after me and trying to get me (or somebody I love).
Last night, it involved my dad showing up at my job and forcing me to leave with him, despite my will. So, basically, my dad kidnaped me. It's not the first time I've had a nightmare like that.
The problem is, it's so common that I always wonder if it will actually happen. It's not like that side of the family is all sunshine and rainbows, after all.
So, why do I get those nightmares? I didn't watch a scary movie and I can't think of what my brain would be trying to tell me with that as the message.
My best, and only, guess would be trauma.
Follow up question: How do you make the nightmares stop?