Horror & Me

So it's Friday the 13th and other than trying to make sure nothing disastrous strikes today I also wanted to touch on Horror in games and my views on it.

As a genre Horror covers a multitude of things whether that be the splat fest of a slasher movie to something that bit more psychological.

As a gamer and general "geek culture" fan I've never been interested in horror as a genre and in many respects I don't understand why.
I enjoy a good mystery and I also enjoy intrigue in my games but the atmosphere that I think horror needs is often lost on me.
RPG wise I've tried to play and indeed run games like Call Of Cthulhu, Unknown Armies and I've previously mentioned that I own but have never ran the d20 based RPG - The End.
Cthulhu is almost iconic (some would say overly used as such) but having tried both the 1920s era and the X-Files style Delta Green setting I concluded that I couldn't generate the correct environment either through my GMing style or some other factor.
Unknown Armies I managed to run a few games with it but these really only scratched the surface of what UA is about as again I couldn't dig into the setting enough to make the scenarios work.

So why is that? Well the only real conclusion I have managed to come to is that I just don't "get" horror and in some respects I wonder if it's actually a harder genre of game to run to ensure that the atmosphere within the game works.
Now this isn't just for RPGs. Board games like Arkham Horror also just don't click with me. Mechanically I can enjoy the game but the experience is perhaps diluted because of this lack of connection with Horror. The card game Gloom works but that's probably more down to it's comedic elements and being almost Tim Burton esque in it's content.

So am I that bothered? Not really but at the same time I do wonder what I'm missing out on...