Sometimes, when it comes to games, you just have to want the fear. You can always play a game objectively, and just look at it from a viewpoint of seeing it is a game, and I will play it. In a sense, all a game is are lines and lines of code, being read by a computer.
You have to take the intrest, and actually want to explore more. You have to be imersed in the game, to the point that it is no longer just a game. You actually want to find out more, and you actually care about what is going on because that can hinder you from playing the game out. Once you reach that point, where you actually become a part of the game, you are no longer just playing. You are immersed and it becomes something of a trial to explore and survive. In that moment, things get scary; not because they are no longer code, but becasue they are now a threat to you and they can harm you. You are immersed that you actually care about the creepy sounds you hear and the oddly movind shadows, and suddenly you start to feel that fighting chill.