...No? I have faced plenty of enemies in games that actually weren't meant to be defeated. Putting that aside the dispatch-ability of an enemy has nothing to do with how scary it is. The Xenomorphs in the movies are killable, and get killed all the time. Someone will always survive in an alien flick to, so you know the odds aren't actually insurmountable even while you are watching it.Kopikatsu said:No matter how powerful an enemy or obstacle seems, it is not insurmountable. You can overcome it. You are inherently better than it, simply because you can defeat it without exception.
Of course videogames can do horror. The first Resident Evil has some genuinely creepy moments that weren't jump scares, like when the hunters first arrive. Yeah I could kill it, but that didn't make me feel any better! After that first encounter the sounds of those deep footsteps around every corner freaked me out. I would argue Silent hill 1 & 2 are more horrifying then any horror movie made in the west, and most people who played them would agree.
Hell, when I was a kid first meeting that eel in Mario 64 was pretty horrifying, especially when it became obvious I had to antagonize it to progress. Horror is pretty easy to do in games, when you have people making them who understand the ins&outs of the genre.