We go to thrillers expecting to be frightened; good thrillers work by frightening us when we're not on guard.
Hitchcock's terror never occurs when his heroine enters the sinister passage; it happens in daylight, without warning. He had a lot of fun bumping off Janet Leigh while she was taking a shower in "Psycho" (1960). Who would expect the star to be killed right at the beginning of the movie? And in a shower?
The same was true of that moment in "Wait Until Dark," when Alan Arkin leaped out of the shadows at Audrey Hepburn. People routinely leap out of shadows in thrillers; what are shadows for? But they don't leap after we're convinced they're dead. We were still recovering from the struggle; we were still relieved that the blind girl had killed the psychopath -- and THEN he leaped.
The trouble with "The Stalking Moon" is that it frightens us in all the regulation ways. Eva Marie Saint goes into the bedroom, and a sinister arm reaches out and shuts the door behind her. So what? The scene was set up for that; we were expecting it. Gregory Peck and Robert Forster were up in the hills, and the old man was out of earshot, and so when Eva Marie Saint went into the bedroom the Indian was inevitably there waiting for her.