They are often concise. For example, they can quickly create a sense of unease with just a few words, like 'The doll's eyes followed me.' It doesn't need a lot of description to be scary. The simplicity makes the horror more immediate.
One shortest scary story is 'The last man on Earth sat alone in a room. There was a knock on the door.' It gives a sense of dread as you wonder who or what could be knocking when there's supposedly no one else left.
The brevity. They leave a lot to the imagination. For example, in 'The phone rang in the empty house', we don't know who's calling or what will happen. It's the unknown that scares us.
One could be 'The last man on Earth sat alone in a room. There was a knock on the door.' It's short but extremely creepy as it makes you wonder what could be knocking when there's supposedly no one else left.
Sure. One of the shortest scary stories could be about a creaking sound in an empty house at night. You hear it slowly getting louder, but when you turn on the light, there's nothing there. Another might be a story where a person always feels like they're being watched while walking alone in the woods, and every time they look back, they see a shadowy figure disappear. And then there's the story of a doll that moves on its own when no one is looking, with its eyes following you around the room.
Sure. One could be 'The last man on earth sat alone in a room. There was a knock on the door.' It's super short yet terrifying. Another might be about a girl who woke up in a dark room and saw a pair of eyes staring at her from the corner. And there's a story where a man walking in the woods heard strange whispers all around him but saw nothing.
Regarding 'She opened her eyes. Darkness everywhere. Then she realized she was already dead.', it's the sudden realization of a terrible truth. The contrast between thinking you're alive and then finding out you're dead is a huge shock. It plays on our fear of the afterlife, of the unknown state of being dead, and the fact that we may not even be aware of our own death.
Atmosphere. A good shortest scary story can quickly set a spooky mood. Using words that imply darkness, isolation or the unknown. Like in the story where a girl is in an old house and hears a whisper. The old house, the slamming door and the lights going out all build a terrifying atmosphere.