Their brevity. 'One liner horror stories' are effective because they get straight to the point. For example, 'The mirror showed a face that wasn't mine.' There's no need for long build - ups. It immediately plants a disturbing image in your mind.
Here's one: 'The old doll's eyes follow me around the room.' Dolls are often associated with unease in horror. The idea that the doll's eyes can move and follow you creates a feeling of being watched. It taps into the fear of the inanimate coming to life and having an awareness, which is a common and disturbing horror trope.
I told my wife she was drawing her eyebrows too high. She looked surprised. This is a simple but humorous one liner. The unexpected reaction of the wife after being told about her eyebrows makes it funny. It's a very common situation in daily life where small remarks can lead to funny moments.