There's definetly a huge difference in the way the two games scare you, though I experienced it quite differently than you. I don't feel like going into detail, because I've done so twice today already(one in the TDvsOvsBP thread, another on my DA journal), but I was not really much scared through Black Plague, except for some typical "Boo!" moments, and a couple of other happenings. In Overture, however, I was on the edge all the time. Overture had safe places, and yet they didn't feel safe - Black Plague had too many places that felt safe.
Well, check my post in the other thread if you want to know what I think.