The best scary games makes it increasingly difficult to kill your nightmarish foes. In the Dead Space series, the only way to kill the horrendous Necromorphs is by slicing their limbs off one by one. Sure, you could shoot them, but that ultimately wastes ammo (which is scarce) and isn't nearly as effective.
Secondly, the game is set IN SPACE. This means that there is literally no way out besides killing all of your foes or committing suicide via airlock. The latter option will seem more and more enticing as the slow music builds to a terrifying crescendo and the necromorphs overwhelm you. Happy hunting!