Slenderman Monster

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Yeah, you have to keep in mind: As soon as the player gets killed, his fear is gone. The moment when a monster actually kills you is the "climax" of the horror experience - encountering the same monster again afterwards (be it after a loading screen or whatever) can not possibly have the same impact because your brain has then learned that nothing bad actually happens when you "die". (Only way around that would probably be to give the player an electric shock every time he dies [come to think of it... thats exactly the reason we fear jumpscares. Getting startled is physically uncomfortable] )

That's why its actually fairly easy to escape from the monsters in Amnesia when you think about it - you almost always get a fair warning and more than enough time to flee or hide before one appears. That's because Frictional didn't want the player to die, so they could keep him in constant fear of dying instead. ^^