If you were emotionless, you would probably be a sociopath or at least not right in the head (no offense intended).
I too played a lot of horror games (the entire F.E.A.R. series, Silent Hill, Dead Space, Jericho and Undying, many Resident Evil games, and so on), and honestly the jumpscares caught me every time during the first playthrough. That said, when you replay the game and know when the scary chord or boogeyman will sound/appear, then you're less likely to get scared since you already know what to expect. That's just how I went through most horror games of course, certain parts of certain games were unnerving at best even after several playthroughs (the locker rooms and the basement of Wade Elementary in F.E.A.R. 2, or the Creep in F.3.A.R., dammit).