The game to me was not scary or frightening,at all. I literally played it like an action game. Resident Evil 2, Dead Space, P.T and others had me freaked out but why not this. It was a decent game, the best mediocre game I played in awhile but no scares. Did anyone else have the same experience I had? 

Probably everyone who played it. I can't imagine anyone over the age of 5 being scared by it. I don't even think being scary was its intention.

The Game "The Last of Us" is amazing. And the horror factor is strong, i think.
The Evil Within was good. No scares ? How did you play = ) ? I found the psychic moments combined with scary atmosphere cool. But Dead Space had only dark worlds, but no horror - for me.

Personally, i play survival-horror games only in the night with large loudness, big tv sounds and sometimes with headphones. I am satisfied with the horror moments, even if "The Last of Us, P.T. on PS4 or Clock Tower 3, Haunting Ground" had more.  Greetings to you :)

Different people react differently to different stimulus. So it is obvious it probably wouldnt scare everyone -however it probably scared others. This is a complaint I see all too often in the horror/comedy genre: "oh its not scary" or "its not funny"
After a time it turns into an annoyance v.v but hopefully you find a "scary" game someday

Same for me. Wasn't really scary but it was still a fun game to play through.

Which is disappointing coming from Shinji Mikami 

Yeah The Last of Us I feel did it better. Everytime you heard a clicker but had no Idea where exactly where it was, that got me spooked. I also try to play survival horror games at night with surround sound or headphones, best way to play them.

But... Shinji Mikami's games aren't scary!

Really? He's someone I associate with action games, not actual horror. His games have always been a kind of schlocky or "cool" horror.

So I didn't find it "scary" or "fearful" but it was one of the most uncomfortable games I have ever played. Be it random trap explosions, acid containers, falling, torture machines, the somewhat clunky controls, really weird save system, limited field of view, not always being able to see where shots hit, etc... I was uneasy and uncomfortable basically the whole way through, and in a weird way I thought it shined in that aspect.  I was definitely dreading death at every turn playing it on  hard.  I died a TON on 1st playthrough.

/EDIT:  What diff did you play it on.  I don't know if you played Wolfenstein the new order at all, but easy difficulty, absolutely no AI and piece of shit game.  Hard difficulty, my favorite game of 2014.  Evil Within is somewhat the same way or so I have heard.  I have not tried it on easy yet.