Not even logical axioms, the only things that are inherently true without dependence on anything else and the grounding of reason's absolute certainty, inevitably bring relief to people. The very truths that cannot have been any other way provide the supreme stability, and it is this very total independence from all else that might be disheartening or terrifying to some: the very heart of reality does not depend on anyone's power and could not even be changed by God. All emotions, preferences, and conveniences are nothing compared to these axioms and what follows from them. It is not as if God is always the subjective refuge that theism is often associated with either.
A moralistic deity could terrify those who wish that there were no moral obligations, nothing that they should do regardless of preference. A moralistic deity that will judge and punish people, even though justice could never be eternal torture, would be even more frightening. However, if the uncaused cause (which exists either way) is amoral, this brings its own basis for terror that is rooted in more than just subjective wishes: nothing at all matters and there is neither a reason to be delivered nor anything meaningful to be delivered to. Suffering is meaningless, there is no such thing as sin or justice, and there is no reason not to kill oneself beyond personal or pragmatic desires.
God is not the only potential source of terror. The universe he created is not controllable by human whims. No advance in technology will actually dully disallow the natural world, without God acting directly through it, to devastate people. If other worlds are populated by their own alien life comparable to us, this too could bring horror. The other species might be hostile, or their presence might make some people not feel as "unique," but even the absence of life on other planets could instill fear due to the cosmic isolation of being, in one sense, alone save for God and other people.
However, the possibility of suffering in any way, existentially or physically, is the more immediate fear for even the non-rationalists too shallow to have yet discovered these other truths. Uncertainty about the future means that even rationalistic people could charge into abusive jobs, personal dead ends, and harmful relationships without ever truly letting their guard down. Pain is almost unavoidable, no matter where it originates. The more practical level of life, which is still by necessity governed by and dependent on the abstract truths of reason, is rarely an escape from suffering. It is just another source.
Enduring life only to face either oblivion of the mind or an afterlife that might itself be utterly dreadful only means that there is more to be concerned about. Moreover, one cannot know if the moral values or afterlife that would make this life truly worthwhile actually exist. There is no guaranteed relief from any pain other than nonexistence and this is beyond anyone's ability to know with absolute certainty they will obtain. Trapped in existence with no way of knowing if suicide itself would end it, people have much more to be alarmed or sobered by than career woes or health problems.
There are so many examples of or deep pains (at least the capacity for them) connected with each of these things. In truth, nothing is more terrifying that reality to those who know what they can of the truth. That a myriad of unwanted or objectively terrible things are logically possible, in which case they could have been true even if they are not, only makes this all the more the case. Nothing can bring fulfillment or relief or joy like certain truths such a logical axioms or the existence of God as the uncaused cause, as opposed assumptions and errors, but nothing can bring despair or horror like the truth all the same. Truth can be a double-edged sword precisely because it does not hinge on what people desire.
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