I suspect The Exorcist is scarier when approached by those who are agnostic or have a religious faith (as I do). I wrote a piece about that very subject, which I link to in this article.
As an aside, it is worth adding that cases of demonic possession, when investigated by the Catholic church and such, can involve things like people speaking fluent Latin or other languages they don’t know. Such evidence in my opinion is far less easily put down to mental illness, although that can obviously be a major factor too, or indeed the only factor, as you rightly point out. The Exorcist is based in a real case, by the way. It is worth researching, as well as looking into some of the other documentaries available on Catholic exorcists, if you are interested in this subject.
Glad you approve of my choices re: Jaws, Halloween, and Alien, and I entirely concur on that front. Thank you for reading and commenting. :)