Full short scary stories often play on common fears like the dark, the unknown, and being alone. They tap into our primal instincts. For instance, a story about being lost in a dark forest at night can immediately make you feel uneasy because it's something that could potentially happen in real life. Also, they can be shared easily, so they spread the scare around quickly.
The brevity. You can get a quick dose of horror without having to invest a lot of time. For example, a short story can build tension in just a few paragraphs and then deliver a scary punch.