I was trying to pick one to reply to, and I suppose this will be it, since I’ve gotten this comment a lot on this post. I have very little experience with that zone, as I mostly stayed on Horde side due to finding BfA leveling to be absolutely mind-numbing.
From what I remember, it definitely was fairly creepy, but not in the same respect as the things I mentioned in this list. A whole zone designed to be creepy hits very differently from little creepy details that catch you off guard.
The first time going into Ahn’Qiraj, you’re caught off guard by the random emotionless whispers of C’Thun. Naxxramas itself was somewhat disturbing, but Thaddius’ cries throughout it was a detail that added so much to it.
Little world things like the gnoll tents, the hanging bodies in certain areas, or the Elwynn children, all very small details that add a level of grit, and a disturbing nature to the overall old world.
Naturally the Plaguelands (especially the old plaguelands), Tirisfal, and zones such as this are somewhat unsettling as it is, but they have little details like the bodies outside of the Monastery, the throne room whispers, the Lost of Lordaeron, or the Scourge experiments that add a little level to it.
Then certain things can come out of nowhere. Deadwind Pass is barren, a little creepy, then there’s the removed area of the Karazhan crypts, which I seriously wish was actually in the game, because it’s easily the darkest creepiest area in all of WoW.
I know I already made a bunch of these points in my post, but I hope this helped elaborate a bit.
TLDR: Subtle things/details, and out of nowhere dark and creepy themes in my opinion hits harder than an entire zone being made to be creepy, or scary.