By limited scope, I mean something like a one-shot or short campaign. Horror only works if there is a real possibility of losing. It is not about balanced encounters, that is fantasy, this is horror.
With a new character, built for this short campaign, there is no baggage, such as having spent the past year leveling up. Or from your [the GM] perspective, dropping a horror adventure into a long-running campaign and ending up with a TPK.
I was running an Alien RPG solo game, and I was at what I thought was a mid-point in my adventure. There was a fire at the spaceport and I was just getting into helping fight the fire, in one of those big mechanical power suits, when out of the smoke came a xenomorph and ripped my head off. It did 8d6 of damage and rolled about 6 sixes. It was over in a single combat round. I had an NPC with me in a second suit. I thought that I could swap to her as the main PC. She died in the next combat round. Thus ended the campaign.
Because in an Alien RPG game, dying in the jaws of the xenomorph is the way that most people die, this was not a problem. I could reset, create a new character and new entry point and play again.