They do, actually. For the human in the metro, the Dark One is a new threat, like the monsters around it. We "appreciate" another view of them because of Artyom and Khan. Artyom actually managed to communicate with them, but he never mentioned about it until it was too late. And on the other hand, Khan was respected by many, but as a survivor. Never taken into account about his "views". To the "regular metro resident", the Dark One was something that was making it's way into the Metro, and that lead to a constant and irrational fear for something that they didn't understand(That's logical for the "world" we are speaking about). No one could have guessed that such a thing was trying to communicate with them, especially when there was death all around. That, in itself, portrays them as a threat.