After everything Argentium family has been throughout - mundane, supernatural, or otherwise, the things that would scare a normal person doesn't phase any of them in the slightest; they've pretty much built a complete immunity towards anything horror-related. One of their famed traits amongst the [Five Unovan Royals] is their utter fearlessness.

Though, in the presence of others - to either play along or simulate some form of normalcy, they would pretend to be "scared", even though they would internally make the Saitama 'Okay...' Face because of how boring and non-threatening that piece of horror truly is to them.