I dont like the setting of silent hill f, it does not feel like silent hill to me. The entire story doesn't take place in Japan, ever, so I don't know how SH2 didn't feel like horror but Japan does... That is just probably you not liking America, but the majority of horror concepts that are successful are based in America so... A deserted worn down and eventually hellish looking mid western town seems more horror to me than a Japanese school environment lol
Can be more of a culture background thing. There are many horror urban legend that happened in Japanese style high school setting. So whenever I see Japanese high school with dark mood I automatically think of horror. Due to way to many horror stories associate with it.
On the other hand, an American town is just an American town. The environment isn't inherently tied to horror by itself, it's story/monster that is horror.
I think it's more of a cultural subconscious thing.
Further more, the dev said they will explore many horror themes including child abuse and bullying. These kind of theme are also more easily connect with me because it's a very big part in the society.
I also think SH2 remake made certain environment bigger and a bit brighter. So that lowered the horror element in the environment. While SHf keep the environment dark and depressing from what I've seen.