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Like Lovecraft's big bad guys, space itself is probably the scariest thing in a sci-fi game.
Sci-fi horror is an ever-expanding genre that taps into people's fears by imagining hostile alien races, alien planets, and the discomfort of exploring the unknown, and games can enhance that experience through interactivity as a medium.
Space itself is often the scariest part of science fiction, even if the game isn't necessarily a horror genre. Space is an environment that doesn't tolerate fools and can easily kill you in a variety of ways, and video game developers want to explore this as much as possible.