@ame That is actually hilarious. I took another screenshot as embedding isn't working for me.
I think Dan probably meant to tag this as "sadism kink" as that's in keeping with all the jokes he likes to make about the audience enjoying his suffering. I also think "masochism kink" is more accurate, because I don't believe for a second Phil set this up.
Skyrim is a Dan game. Dan knows where the cave with the most spiders is. Dan knows how to put a custom marker on the world map. Dan knows the correct name of the fort that Phil would have had to put on the VR headset and locate and then place the custom marker north of. Dan enjoys getting views for his suffering.

I'm not complaining, and while I thought the set up was fake I didn't think his reactions were fake.
I also noticed this from the older, Phil Vs Dragon Skyrim VR:
Dan explains that his character uses a bow and arrow "because honestly, in VR, if a giant spider comes up to you and you're using an ax, it's terrifying. I tried it for 5 minutes and I was like
nope."
Phil says "I'm scared you're going to prank me and like put a spider in my hand."
This has been probably been on their video idea list since they made the first video.