I've done it a few times, usually it happens if I am really in synch with a character and 'in the moment'. I've had a few lines that I felt were really creepy and then later came back and felt a lot more 'meh' about them. I think its harder to be creeped out by situations you are writing about since you know all the changes that went into them, you get used to the actions or imagery.
I think its similar to people that work in haunted attractions, given the right lighting and noises and effects you can scare someone, maybe even yourself for a little bit, but knowing that Bob the janitor is actually the guy in the mask kinda kills the suspense.