I think there is a big difference between a horror game and a scary game. Most games focus on horror, meaning violent visuals, bloody action, and gross enemies. I would love to see more scary games, but I don't see many developers willing to take a risk on NOT having a shootout around every corner.
For example, Doom 3 might have been scary, but after the 10th imp jumps out from behind you, it becomes just another action game. A scary game should have maybe two or three actual fights, the rest should just be building up tension.