Well, 'I heard a knock on the door at midnight. When I opened it, no one was there but I felt a cold hand on my shoulder.' And also 'The cemetery was empty. But as I passed by, I heard whispers coming from the graves.'
The brevity. With just two sentences, they create a sense of mystery and unease. There's not enough space to fully explain what's going on, leaving a lot to the imagination.
Some other scary two - sentence stories could be. 'The cemetery at midnight was still. But then the tombstones started to tremble.' 'I was alone in the old library. Suddenly, a book flew off the shelf and landed at my feet.'
Two-sentence horror stories can be quite scary. They often use simplicity and ambiguity to let your imagination run wild, which can make the fear more intense.