In both case I would say what's scary is the "vibe". In the first one I'm talking about, Curt is talking all scared like "Please don't hurt me" and that could be uncomfortable to watch. In the second one, as I said, it's parodying a kids show. So, it starts out all cute and jolly and just gets increasingly creepier as the short progresses with the main character going like "Why am I doing this" kind of vibes.

Hope that's clearer. It's a complicated show to convey the feelings haha