This may sound too simple but Asian ghosts can stand just behind you and can stare at you and doesn't say anything, just stands and stares at the main character. And that could be scary from our point of view... Whereas western movies, in general, westerns ghosts are an evil existence and are meant to do something to the victims, they attack the victims. So that is a difference that active feeling, the aggressiveness of the apparition in the western horror movies whereas in the Asian ones it's not. But of course there are exceptions like the Robert Wise film The Haunting or The Turn of the Screw, those movies the ghosts were just there. In fact with The Haunting there was no ghost whatsoever in the movie, so there are some exceptions.