I have some questions for you!
1) You mentioned that it's scary in FNAF when you run out of power for the first time. What about the second time and every time after that? Would you say it's not scary anymore because it's now known?
2) In both Buckshot and Mr Magpie you find out if you lived or died directly after making the last choice (flipping the JERRY or firing the bullet). It sounds like the tension you're talking about relates to the surprise of the literal sound effect + visual of the gun going off, not learning the information that you have lost. Is that what you're saying?
Also just so we're not discussing with different assumptions: Mr Magpie is thematically a horror game but we are not trying to make it be actually scary. It's a horror-comedy game, which for us means using horror aesthetics / atmosphere but having the overall tone be more one of humor. It's one of the sacrifices we have to make by doing a mashup genre like this. Many players who would enjoy the roguelike deckbuilding don't like the idea of it being genuinely scary and don't want surprising jumpscares. We also want this to be a game that people can play many times in a row, so having the endings be too intense would interfere with that goal.