There's plenty of horror games that prove otherwise. It's not an issue of the ability to deny the fear so much as presume to have them rely on tools to give us confidence to move forward. Most people that play these type of games usually never leave their home at dark unless they're forced to, much less attempt to fight an enemy even if they have a weapon. A good example would be something like Darkwood, Aliens: Isolation or even The Thing for the PS2. Obviously giving us things like rocket launchers and tanks would bestow the player too much confidence, but you can also play on that with enemies that are immune, transparent or simply not a threat to spook the player into exhausting their resources or having them backfire. The core reason to give the player the means to defend themselves is to help build their confidence so they can continue exploring and playing the game without relying on spook fatigue or having them cheat/look up spoilers to mentally prepare themselves. The fun shooting and combat is also of course a boon in it's own right, especially if we can build towards it with robo cat defenders or turrets.

You shouldn't try to force people to build what is essentially an overly complicated way of having a weapon. Traps, structures, and maybe vehicles sure, but firearms, mines and mortars? Ridiculous ask and something people would likely mod into the game just to avoid the tedium. Not to mention relying on bob the builder-esk tactics to solve for X would be an admission you don't plan to add anything to the game based on the principle of the matter I.E: Having working guns = we're expected to have events and horrors that may require us having one. Would be quite off-putting to people if we need to start fortnite building our way into dealing with events and horrors, especially as our only recourse.