The void simply worked for me, because (spoilers):
I found the choices forced upon you, the knowlage that you are killing the world with your every action, that you choose over so many fates, yet at the same time for much of it you are a plaything of fate... the constant rush and seeking for color, the surivor feeling, the you against the world... the enemies on there own where creepy, yes, but I found the questions and emotions they spawn to be far more "terrifing"...
Itīs not how the game looks, but how it feels for me. When crimson starts to talk to you, when you learn forbidden runes and effects of color, daring to use them... It also makes you feel so very alone at times, but also watched... very nicly symbolised by the moon/eye watching you in one of the sisters garden... the creepy parts of the real world, sliped into the void, a graveyard, a long forgotten playground... other things add to it, like the unstopable passage of time, the feeling that no mather what you do, things get worse...
The subtle hints at real world problemes, like rape and child abuse, the soft whispers in the background in some areas, the raw desperation of some sisters, the oppression of the brothers, having to use your "life" to defend yourself (color), being forced to deal with the effects of what you did to the world... Consequences are terrifing.
I played Amnesia, but found the void to be more effective, on a different level.
There are games that make me go "Oh thats a scary thing there, I better hide", but the void made me "terrified" of other things (above), by playing to my fantasy which holds all the true fears of ones mind... no mather what you paint or skin in your game, planting a idea in ones mind can spawn more horrible things (for that specific person).
Just my 2cents, gentlemen, I can understand if you find other games more terrifing, but the constant strugle in the void was more "scary" then sitting on a box in amnesia and bashing the dog in the face (playing it wrong, obviously...).