The anonymity of 4chan can make a short story chilling. Since you don't know who the author is, it adds an air of mystery. For example, a story about a cursed object could be more frightening because you don't know if it's based on real experience or just someone's wild imagination.
Often, the use of common fears in these short stories makes them so chilling. Fears such as being alone in a spooky place, or encountering something supernatural. For example, a story about a person being trapped in an old, abandoned asylum at night. The creaking floors, the cold air, and the thought of what might be lurking in the dark all contribute to the overall scariness. And because 4chan has a large and diverse user base, these stories can draw on a wide range of cultural and personal fears.