Why is it absolutely terrifying in comparison to the many other more commonplace diseases that can kill you at any time?
Prions are damn near indestructible and cause awful diseases for which we have no treatment or cure. It's the biological equivalent of false vacuum decay.
It's scary because it has no way to be destroyed, aside from incineration of items you know are contaminated (which often people don't know are contaiminated), or possibly dilution in the environment to undetectable levels. And aside from that, the progression of the disease and the neurological symptoms/effects on a person are terrible.
Prions are not even at virus-level of livingness. Like a propogating hardware bug. Or like Vonnegut's ice-nine.
I find it interesting that at least the three I am aware of: scrapie, BSE and kirii - maybe others too - are all associated with cannibalism. In sheep, cows and humans respectively.
Shame on me since I actually once met an old woman in Papua New Guinea who had participated in funerary cannibalism as a young girl. She had had no ill-effects though.