Something I LOVE about Remedy horror is that it's elegantly designed. They don't go for cheap gore "just because", they go for actual atmosphere, to get into your veins with real horror, they make you fear the unknown without telling you wtf is going on instead of showing you a fuck load of ketchup and morbid, angry faces and jump scares to cheap out. They're on a whole new level compared to basically anyone else in the industry.
When I was playing Control DLC, I felt completely absorbed, it was basically same as base game mechanically, the real enemy never appeared until the end, but everything was dark, you could hear it, you could see some kind of silouette and the Alan Wake darkness surrounding the place as an unknown strange agent put me on an everlasting calmed but anxious mode all the way until the end.
If I had to compare it to something, I'd say the first two silent hill games (never played 3 and 4) and Ghostwire Tokyo school sidequest are the best comparisons, though Silent Hill is pretty gory but it's far from current "horror" (jumpy?) games we see for easy clicks on Twitch these days.