It is also the athmosphere of anxiety. Horror movies try to intentionally create feelings of fear, and uneasiness, which then is present in the color scheme, camera angles, music (or lack of), spacing… everything. In documentaries and the like, usually the incidents themselves, also speak for themself.

I cannot take horror at all either - I cannot usually watch even horror comedies - but one of my favorites, is to watch real tsunami footage. The point is not to see people dying or some unreal scary stuff, it is to witness the real absoluteness of destruction nature is capable of, yet also people managing to survive, and help each other, in the middle of it.