"Just for my own edification, did you have to design the robots with such horrifying features? I'm not a design guy, or anything, but I can't see any either performance or aesthetic benefits in designing the robots with cold, skeleton heads, piercing red eyes and giant metal teeth."
A visual trope in science fiction materials: humanoid robots that look skeletal in design. They all have relatively thin limbs that are reminiscent of bones, and they usually lack "filling" in places where humans have only soft organs, like the abdomen.
Such robots can be very obvious, with sinister, grinning skull-faces, a la the T-800 from Terminator films. Others are more subtle, often with fairly realistic faces.
Obvious SkeleBots are meant to scare characters. Often, these are the cold, inhuman soldiers of the Big Bad. On the other hand, subtle SkeleBots are often presented (at least at first) as perfectly innocuous consumer devices, but they're meant to subtly creep out the audience. While there might be no mechanical need for the extra padding or housing necessary to keep a robot built on the human frame from looking skeletal, "not looking creepy" is a general design goal for consumer products, especially those with recognizable faces. Subtle SkeleBots with "intact" faces often lean as much towards the "moving corpse" nadir of the Uncanny Valley as Dem Bones.
Some, such as the T-800s, are designed to be covered with "something", so they literally are robot skeletons.
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The Boomer androids from the original Bubblegum Crisis, as Terminator Expies, also have skull-like heads under their artificial skins (The rest of the body is much less skeletal).
During the Red Ribbon Army arc of Dragon Ball, Goku and crew encounter what appears to be a skeleton with a Arm Cannon in an abandoned pirate's lair.
Despite its name, the Skull Gundam from G Gundam doesn't quite fit this trope. While its arms and legs are skeletal, its torso is a giant skull.
The "anorexic Cybermen" from the Doctor Who Magazine comic story The Flood are another example of the subtle version, as seen here◊.
The robot in "Spirou and the Robot Blueprints" (fr. orig. "Spirou et les plans du robot"), a Spirou et Fantasio comic from 1948, is at least vaguely skeletal.
Most robots from the comic Magnus Robot Fighter: 4000 AD are somewhat subtly skeletal. They have flatly mechanical faces or faceless heads, thin limbs, and chests joined to hips by nothing more than a thick cable.
Some later versions of Warlock from New Mutants have played with this trope, by having him look very skeletal◊ when in low energy, and much more fuller and human-like when in full power.
The T-800 and T-X endoskeleton. While the endoskeleton is designed for a reasonable purpose - to be a framework on which to grow human flesh to better disguise the Terminators - the real reason is the horrific image (no pun intended - one of them really illustrates the trope page) of implacable metal skeletons coming after you. That might also be an in-universe reason, since they are built for warfare.
From the Star Wars prequels: The B-1 battle droids are skeletal, designed to be easily packed up and stored. According to Expanded Universe material, they are actually supposed to resemble the skeletons of Nemoidians (the people who designed them), which would be scary...if you're Nemoidian.
The Phantom Menace concept art shows that the original plan was for the Nemoidians themselves to have elongated faces and skeletal limbs just like their battle droids. This was scrapped for the movie (perhaps because it would have required the Nemoidians to be fully animatronic or CGI, and they figured were already pushing it with Jar-Jar) and the EU explanation was retconned in.
The unfinished version of C-3PO, with his "parts showing," in The Phantom Menace.
One of the methods of fighting the Yuuzhan Vong is the YVH-1, a droid that perfectly resembles the T-800 and is specifically designed to scan and identify hidden Yuuzhan Vong agents and battle the extremely technophobic race in full combat.
Warhammer 40,000: All of the Necrons, barring scarabs, tomb spyders, and arguably the pariahs take the form of skeleton-themed robots - which makes sense, considering they were inspired by/based on Terminator.
His counterpart from the Mega Man Battle Network series is even lankier, more skeletal, and downright creepier for a multitude of reasons, including his manic grin.
After Dr. Lugae loses his first go-round with the heroes in Final Fantasy IV, he transforms himself into a skeleton robot for the second battle. The implication is that he just tears his skin off.
The Human Reaper Larva in Mass Effect 2, often called the Reapernator by fans.
Snatcher features Terminator-like robots. In fact, they looked so much like the Terminator that the localized release had to change their glowing eyes to green to avoid copyright infringement.
TimeSplitters 2 has the Chasisbot, which has one of the smallest frames in the game making it hard to hit. some speculate that is just the chassis of a sentrybot with some additional equipment. seems logical no? it would also seem to explain its sub-par stats.
The MMORPG Toontown Online has Skelecogs in-game which you will most often find in cog factories, during HQ raids, and in high level buildings (but sometimes, also during district invasions). Not only do they look creepier than their regular cogs counterpart (which already hangs around the border of Uncanny Valley), but they're almost always more powerful as well.
The final boss for Mech Assault 2 is essentially an incomplete Humongous Mecha skelebot. The mech has a huge, articulated skull for a head (with moving jaws), and is missing its entire lower torso and legs.
Contra 3 features a giant one as a boss. It breathes fire, fires homing eye beams and throws time bombs around the room. Eventually it will lose its grip on the doors it was holding open, cutting off its head.