phobias are something irrational. Nobody chose to have a phobia and pretending that someone could considere the benefits of avoiding or not their phobias is overoptimistic. Else, phsychology wouldn't exist.
I have gone from someone who as a kid would instantly shriek, tear off my clothes, start slapping myself everywhere, and run away frantically looking for a spider if someone pointed one out on me (and then I would have trouble sleeping and have nightmares about spiders for a few days), to someone who can calmly take a notecard, get a spider to walk onto it, and take it outside. Without therapy. However, I am still very uncomfortable around spiders and when it comes to bees I must stand completely still if one comes near me until it leaves. At least I don't run away. There are limits, but effort is worth something.
I try to kill spiders in games as quickly as possible, but at this point their graphical presence doesn't bother me at all. A big monster spider getting up in my face the way some enemies do in the darkness of caves, given Skyrim's visual fidelity, certainly raises the chilling possibility of a few heartracing scares.
However, there is something to be said about being desensitized to something by experiencing it a lot. I always thought spiders in games were a given, so I dealt with them. I actually do think games helped with my fear of the svckers.