I Blame Evolution
We evolved to be intelligent creatures with the ability to anticipate danger and learn from others, and that influences how—and why—we tell stories of danger and darkness.
Imagine our caveman ancestors living in a world surrounded by deadly predators. If one of them wandered into a cave and got eaten by a saber-toothed cat, the other members of his hunting party had the ability to tell the story to warn others away. Those who paid attention lived, and those who didn’t ended up as smilodon kibble.
We are the descendants of people who survived in part because they told and listened to stories. Science fiction writers often make their stories frightening because they know we are instinctively inclined to listen to warnings about the bad things that could happen.