They scare the fuck out of you because you believe in the hype. While that guy in the pic you posted does look scary, he couldn't survive a bullet nor do anything supernatural.
Magic in older times just meant people knew something you didn't and used it against you. They could have blown a simple powder drug on you, like inhaling some natural lsd from rhy bread and next thing you know, you would die or be tripping hardcore and believing every second of it, but that's not supernatural.
We would appear supernatural to people of previous generations with our technologies and tricks also.
Is there evil in the world? You bet, evil people that's all. Someone is going to take advantage of your superstition if you feed the fear, and there is a reason for all this recent upsurge in supernatural tv shows and religion stuff. Just wait for jesus's, moses's, buddha's or whatever supposed 2nd coming and you'll see exactly what I'm talking about. Notice I said supposed, as in project bluebeam.