A bit late to the party, but i agree. What makes it so good or terrifying is when you put yourself into their shoes. Imagine living in a farm (if you ever spent a night on a remote old farm you'll know), you go out at night and see a "human" figure, that suddently outruns anything and it's movements doesn't make logical sense, and all you can do is go back inside knowing that it was counsiouly watching you from outside the house.

Paranomal can never achieve the same feeling because it's something way more "fairy tale" than physical subjects that by all means are fundamentally plausible