The Infinity Killer was also one of my favorite parts of GTA V and you are right, I think that the horror elements definitely adds to the attraction. It's a shame that more people don't really know about and could go on the journey, but I guess that's why they call it an Easter Egg. I'm not usually an EE guy myself either, but the creepiness of the whole Infinity Mystery , how deep it was and the effort that Rockstar took to make it awesome were impressive. With Red Dead Redemption 2's Wild West setting I think there is even greater scope to do something similar, but bigger/better/creepier.