It's all in the sound design. Silent Hill has an excellent score. One thing that stands out, and that I always appreciate, is that Akira Yamaoka made it a point to fully integrate sound design into the score. I love his work on those games.
Sound Design is actually my thing, though I don't practice it professionally. I'm a home recording hobbyist, synthesis mostly, and I'm really into compositional sound design (musical). Ironically, video games have some of the most sophisticated and least-cliche uses of SD. If you want overwhelmingly good horror SD, Dead Space. Totally worth headphones.
Silent Hill is an excellent franchise. The survival horror genre and mystery/adventure genres are my favorite for multiple reasons. Did you play Shattered Memories for the Wii? I actually really liked it, though it can be frustrating.
Did you ever play Fatal Frame?