It is not fun for any child to believe their safety has been snatched away. It is not fun for any child to believe they are alone and in danger.
Always keep in mind that you (adult) have built up coping mechanisms over your decades of life that your younger children have not yet. These mechanisms include reality checks (“it’s only a costume”), comforting mantras (“I am safe right now”), and supportive history (“I have seen how this movie was made/ book was written/ scene was created”), which allow a scary thing to become fun. Children do not have adult brains or experiences to draw from. Give your children extra support or insight. Do not expect scary things to naturally elicit giggles. It is a learned behavior.