Definitely not. Wednesday is a made-up tale. It takes us into a fictional world filled with magic and intrigue. It's all for the purpose of giving us an engaging and enjoyable viewing or reading experience.
At a rave I once went to, there was this group of friends who had made these amazing light - up costumes for themselves. They were like neon - lit fairies dancing around. The energy was electric. The main stage had a huge projection screen that was showing trippy visuals that seemed to dance along with the music. Everyone was sharing hugs, smiles, and good vibes. It was a place where strangers became friends instantly, all united by the love for the rave culture.
One way to develop their relationship is through acts of kindness. Maybe Xavier gives Wednesday a piece of his art that he made especially for her, which shows that he sees her in a special way. Wednesday, in turn, could protect Xavier from a bully at school. Another aspect could be through humor. They could start making inside jokes based on their strange experiences at school. As they get more comfortable with each other, they might even start to develop feelings that are more than just friendship. For instance, Xavier could find himself getting jealous when another student shows interest in Wednesday, which would be a sign of his deeper feelings for her.
One of the scariest elements is the sense of isolation. For example, if you get separated from your friends in a big rave, especially in a spooky location like an abandoned building. You feel vulnerable and alone. Another scary thing is when the normal and fun atmosphere of the rave suddenly changes. Maybe the lights start flickering in a strange way or there's a sudden cold wind when there wasn't one before. It gives a feeling that something bad is about to happen.
The Rave Master manga did get cancelled. Maybe it didn't meet certain expectations in the market or there were creative challenges that led to the decision.