Since things are treated with a serious tone, certain things can be frightening.
- Suu in particular becomes terrifying in regards to her machines. Unlike Keitaro, who is pretty much Made of Iron, other people she turns them on get seriously hurt. And she's too childish to even realize that and so sends them after people and sets them to explode when they catch them.
- She even builds a mind control device to kidnap Keitaro, bring him back, and force him to do what they want again. And sees nothing wrong with this.
- While she brought it on herself, imagine being a young girl detained by another government and your own family, a royal family in their own right, telling you they cannot help you after what you've done.
- Kaguras whole backstory about what she's done is terrifying. Especially since she's still out to hurt Nagisa.
- Naru preparing to beat the shit out of Shinobu for standing up to her while Motoko stands by and watches.
- The fate of Kagura and Akemi in the last chapter. Granted that they more or less brought it out to themselves, but imagine the realization that a person you victimized in the past and who you thought didn't hold it against you actually was faking all the time so they could stay near you to get their revenge plans on motion. And since they felt partially responsible for the crime you committed due to their inaction, their plan actually involves killing themselves and bringing you with them. And trying to apologize or shift the blame for what you did to them won't work, as they know/believe you aren't actually that sorry.
- In a psychological way, the fate of Mutsumi. She finally got the hint in the last episode... only to realize that she willingly collaborated with criminals, burned all the bridges with people she genuinely cared about and jeopardized her academical future, all for her being blindingly bent into becoming a Love Martyr for a relationship that didn't even have a future nor a reason to exist in the first place. Her dread and depression after realizing that her efforts and sacrifices were All for Nothing is a legitimate fear of the kind that keeps people in the Sunk Cost Fallacy in similar and even worse situations.