Does Perma Death make a game scarier?

[cantremember]

Permadeath usually means a short game, so no

But the monsters in Penumbra weren't lethal enough, you could just run around with them after you. They were slower than you and didn't deal much damage, looking freaky was their only thing.

In Amnesia the monsters were better in danger-wise but dying in the game was way too forgiving. You just respawn with the monster gone (most of the time) so you could just let yourself get killed on purpose and continue.