As a Gentle Gamer, I was instinctively drawn to so-called "walking simulators," wherein story-telling is primarily done through exploring a space. With their lack of time limits and emphasis on quiet story-building, these sorts of games should be right up my alley. However, "walking simulators" are often marketed as a little spooky, even if the gameplay or story has nothing to do with horror. This is certainly the case with three popular and distinctly non-horror games in this genre: Gone Home, Firewatch, and What Remains of Edith Finch. All three feature undercurrents of trademark scares: home-alone-during-a-thunderstorm, there's-something-in-the-woods, and family-with-a-mysterious-curse, respectively.
I don't think the teaser that these game might just turn into something horrific is just a marketing ploy to get a wider variety of gamers to play a gentle game (though I do think it works in that capacity). Instead, I suspect that it has something to do with the unique cinematography of video games with a first-person perspective and it's inability to completely replicate how we experience our first-person lives in the real world.