(I actually wonder if all of them were, to an extent, and whether the completely horror-free story experience is a relatively modern development.)
Thought experiment: take the plot of a modern horror film (such as one of my recent favourites Nope) and imagine retelling it in a simplified fairy tale style, preserving the horrific events. What you end up with is much more like an original fairy tale, before the modern adaptations that made them “safe for children”.
Some people thrive on routine and familiarity, and I'm the opposite (neophilia).
Extract:
"That was a period vastly longer than the civilization which has brought us a growing security against the beast that prowls by night. And the beast remains part of our heritage, unforgotten; it pads through the dark back-ways of our minds, peers out into our dreams. There is a kinship, a bond, between it and us. It's part of the raw substance of life; if necessary, we'll create new forms for it. As the original monsters of the environment dwindled into relative insignificance, man invented mythological terrors to replace them, new heroes to confront his inventions. It was as if he sensed a lack-and dragons and griffins, werewolves and vampires were born to hunt the outer dark again and restore to it what was missing."
Did you chat face to face?