It depends on the person. For those who are easily spooked by the unknown and sudden scares, 'Bag Man' can be really terrifying. The two - sentence structure is designed to shock, and it does a good job of that. However, some people who are more desensitized to horror might not find it as scary, but it still has an eerie quality.
Another one: 'My sister texted me she was coming home early. When she arrived, she looked exactly as she did the day she died.' This one gives me chills every time. It could be related to some kind of supernatural experience or just a very strange coincidence that makes it seem so spooky.
Two-sentence horror stories can be quite scary. They often use simplicity and ambiguity to let your imagination run wild, which can make the fear more intense.
Here's one. I woke up in the middle of the night and saw a shadowy figure at the foot of my bed. When I blinked, it was gone but I could still feel its presence.