I agree with what others have said about Phil not allowing himself to be immersed to the point of getting scared rather than being too dumb for it. Whether it's on account of him maintaining his fragile machismo or something else is academic.
I'd like to add that his specific example is telling; it's the moment everyone talks about when referencing RE1. It's the safe answer. Nothing else made an impression on him in that game? The appearance of the hunters? The activation of the Tyrant? Giant spiders? The Yawn fight? And literally nothing from all of the other horror games he's played in the past?
Big X, my friends. Also worth noting that the dog hallway is meant to be a startle moment, rather than a scary one. Startling is a much more ingrained response in human behavior than even fear (which is why so much media plays on it) and is generally understood to be mostly autonomic. You can't do anything about being startled. Now I don't think Phil necessarily put that much thought into his response, though god knows how many times he's been asked the same question; he may have at one point and just filed it away to he used later. My larger point is that bringing up such an example means much less as an answer than, say, "the rusted chain link hallway at the beginning of Silent Hill 1" or "being stalked by the xenomorph in Alien Isolation".
