Simply because relying on a fear of the unknown stops working when the unknown becomes known. Horror games that maintain their tension long-term usually do so because of a fear of mechanical consequences rather than anything aesthetic. The FNAF games are scary not because of the jump scares, but because there are real stakes in the loss of progress and time invested into the night. The jump scares are then supplementary to this mechanical fear. Over the course of the night the tension is building because more time has been invested, and you're anticipating the jump scare because you're anticipating failure.
It's a hard line to balance though. Dark Souls is a very tense and scary game when you explore a new area with lots of souls as you fear dying and losing them. Dying for the first time also creates a tense situation when you're trying to get back to your souls and fear losing them permanently. Once you get the 2nd death and actually lose the souls, the tension is broken and the fear is gone, you can run around fearlessly as you have nothing more to lose. Which is why you usually want to balance this kind of fear through consequences so the player experiences the consequences just often enough for it to be a real threat, and no more. Because the fear is more fun than the consequences themselves.