Ancient Greek philosophers believed that the world has value even without a personal God intervening in human affairs. Christians believe that life and the world more generally receives its value from behind, lit, as it were, by a great sun. The Greeks believed, by comparison, that the world is self-illuminating. This is one reason Christians see atheism in such stark, almost hysterical terms: They find it hard to believe that life has any meaning at all without the Divine backlighting. In this sense, Nietzsche, Sartre, and other existentialists are in spirit more Christian than Greek; they buy into the Christian premise that life without a God is nihilistic. The Greeks seemed to have believed that seventy years of life is worth, at least, something. C.S. Lewis would agree with the Greeks but point to our yearnings for eternity to show how, finally, the Greek perspective cannot ultimately satisfy us.
The monsters of other cultures--say, African or Asian monsters--always strike me as at least as comical as they are terrifying. One possibility is we have to be trained into fear, and I have not received the proper training to appreciate the horrors of Asian and African monsters. Another possibility is that what we fear, deep down, is the liminal, that is, that which has one foot in our world—the world in which we live and delude ourselves that we have mastered--and one foot in another world, a world altogether unknown and alien. That which is perfectly alien from our own experience is, well, neutral toward us. It is that which shares something with us that frightens us most: mutants; deformities; a corpse; vampires; speaking beasts, etc. Since African or Asian monsters emerge from a culture whose symbols do not gain traction with us, naturally their monsters seem simply "other" and therefore lack the immediacy necessary for terror.