It’s not about gore, not really. I think lasting fear is about violation, but not the physical kind. It's a violation of your sense of reality, the rules you thought the world ran on. A great horror novel plants a seed of an impossible, awful idea—that the thing under your bed is real, that your loved one was never human, that your own memories are a lie—and then makes it inevitable.
Take something like 'The Haunting of Hill House'. The fear isn’t from jump scares on the page. It’s from the slow, meticulous dismantling of Eleanor’s mind, the house’s personality soaking into hers until you can’t tell where one ends and the other begins. You finish the book and for a week, the quiet in your own house feels different. It’s attentive. That’s the lasting part: the horror rewires how you perceive mundane, safe things.
Modern cosmic horror does this brilliantly too, with the sheer indifference of the universe. The fear sticks because it answers a dark, existential question you didn’t want asked, and once the question is out there, you can’t un-ask it. The book ends, but the question lingers in the back of your mind during a sleepless night.