To make a dungeon scary, there could be a powerful enemy roaming about it. The player won't want to confront such an enemy and will be wary and on guard as he progresses through the temple. One of the reasons I found OoT's well creepy was because of that huge green skull flying through the main halls. Every time I had to travel down one of those corridors I would be quick and watchful about it. True, it wasn't really much of a threat, but when I was younger I would prefer to avoid it.

Now imagine if a boss enemy weren't restricted to one locked up room, but would wander about the dungeon until you found a way to defeat it, which shouldn't be possible until you've gone through most of the dungeon, completing the puzzles, defeating lesser enemies, gaining items, reaching key rooms, etc. So while you're doing all these dungeon tasks, there's a gigantic spider wandering around, trying to devour you every time you run into it. You have no means of defeating it until you find a certain item or reach a certain room or something like that. As a result, every time you see a large crack in a wall or have to turn a corner or see a ceiling veiled in shadows you will be terrified that the spider boss will suddenly appear and attack you.

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Deku Link vs. Majora