Ditto. I think for me it was a combo of well-done sounds and use of lighting, creating a feeling of constant tension and maybe claustrophobia at times. For some reason combat felt nerve-wracking and dangerous, and you knew that around every corner, every step something could be coming etc. Shades of the movie Alien1.
To me that's not even focusing on horror, that's just focusing on visual gore and the "ewwww"' fascination people have. Such "horror" movies aren't scary, either. To me, anyway. They're more grotesquely comical or just full of the cheap "boo!" moments than anything else. I love scary movies, but real ones that make me feel sustained and palpable tension are rare, just like with scary games. And I have yet to read a book that truly "scared" me. They're just good popcorn fantasy reads, with boogie-men instead of dancing fairies.
In a game, I'd define it as an atmosphere or game mechanics that makes my palms sweat every time I know combat may be/is coming...and the sweat is from nervous tension of possible failure because to not fail feels emotionally important somehow. I don't care if you can just re-load - if the game is "scary" the tension/fear reaction will still be there because the game has you avidly living in the moment, rather than a "I wonder if I can whip this boss-dude butt with my starter pea-shooter, haha" semi-humorous/curiosity/because it is there game mindset.