We believe in systems. Each of the promises society implicitly makes to us each day, they are enforced, codified and guaranteed by a system. We might doubt its efficacy, yes, or question the competence of the necessary bureaucracy, but the system persists despite itself, replacing fetishes and the knucklebones of saints in a secular world.
When systems break down, when they fail, that's when we feel fear. When we comprehend that they have betrayed us, dread. Horror is an examination of what happens when the universe breaks its promises.