In games like Amnesia: The Dark Descent, the player is stranded in one specific location, like a building. Games like these usually evoke a strong desire to go outside and leave. So what does the game do? Make the only instance where you "go outside" (that's not a flashback) dark and dreary. Ever wonder why the Study is the only place where the outside is so dark? It's to stop players from feeling a sense of relief and escape when they traverse the window ledges, and are officially outside the castle. It then goes so far as to have something tear down trees. It's basically letting you know that you can't escape, and you will be hunted down.
Alexander and Daniel used an Amnesia potion on their torture victims, allowing the next round of torture to be just as effective as the first. The game designers have said that the open, bright-lit and peaceful atmospheres of the Back Hall and Cistern Entrance were meant to calm the player down and give them a chance to "reset" for the scares to come. The game designers are using the same trick as Alexander!
In Justine, Malo, the third Suitor, is near impossible to hide from, as he will make a beeline for any room you are in, despite the fact that he's aparantly blind like the others. This is probably because he was previously a violinist, and needed to develop a very refined sense of hearing to distinguish between tone and sound when playing music, meaning he can easily detect Justine trying to sneak away in a flooded basement.
Fridge Horror: Remember how at the start of the game, every so often you'd hear a warped moan or strange, yet clearly organic sound? (No, not the sound the Shadow makes) Well, those are the exact same sounds Mr. Tall (aka brutes) makes. At first, it seems to be just for atmosphere, but on my way to the fridge to get a cold one, it dawned on me: Mr. Tall has been following you the entire game, he just always stayed out of sight.