As a very big horror aficionado, gonna put on my cap that says EXPERT and spout nothing but right opinions.
So it's kind disingenuous to compare the "creepy" of MHA and PN because they're drawing on two very different styles. PN draws more on Lovecraft for its monster designs with creatures veiled in cloaks so you don't ever really know how they're supposed to move. Double this with the general mystery of their society and the occasionally "normal" things they do, and you've got some very good Lovecraft style horror.
MHA does something I'd call micro detailing (It's more a literary term, so I don't know what the art term is) where he puts an uncomfortable amount of detail into the art. This works for a lot of reasons. One, the hero side is typically drawn in more traditional style, big eyes, a few face details, kind of cartoony but not too cartoony. Very typical of the genre so you get a really good sense of what a "normal" person in the universe looks like. Then comes a villain who is suddenly viewed very close up with a hyper attention to detail in their features. It creates a feeling of surrealness because these are not "normal" designs. Second part, the villain's designs tend not to be clean/aesthetically pleasing. The characters all are either dirty looking, scarred, or some other uncomfortable feature people tend to not want to look at for too long. Combine that with the hyper detailing being done so out of style with everything else (Just look at any close up of a villain's face), and you get a textbook example of "Surreal Horror."