Here's a list of some "supposed" "horror games" i've played
Dead Space - Not scary at all
Amnesia The Dark Descent - It's really scary until you figure out the pattern, which you figure out quickly. Every time you complete a puzzle, the monster appears and after the spooky ass music stops playing, he's gone
Outlast - The AI is so stupid it's funny. It ruins the experience, and in most cases this game is trying to scare you with gore and stitched faces which become really mundane after 20 minutes
https://www.youtube.com/watch?v=TIdZtXlED9AHere's some footage of me playing Outlast and being bored.
No commentary though, I'd probably sound like a hibernating bear if i had done that.
Bottom line is, have horror games ever been truly scary from beginning to end? The problem with all horror games so far seems to be the fact that they're so predictable. Your only fear is to get lynched by some monster or murdered, but the appearances of those murderers are easy to predict. A long hallway with a door in the end? A murderer is probably going to be right behind you. An open room with lots of places to hide behind? Sounds like a murderer is going to be there too. Generic room with no hiding spots? No murderers there, but a stuff ton of jump scares and "interesting flash backs to your characters paaaast". Then there's loving Outlast which outright gives you the hint "Close doors behind you to slow down your pursuers" right before a murderer is about to appear.