I can honestly say that such quests are being run from time to time. The examples given here have been covered and many many more than those. Often quest headlines do not tell you what the setting will be like because GMs like to surprise the players, among other things. Additionaly often quest series have sessions that would fit into such themes, or closely fit at least. Perhaps you've just not been lucky to attend one as of yet.Harlas
Haunted House: You basiclly have some mansion of sorts in a well known city (Hempstead or so) thats haunted, no combat involved - you have a ghost leaving clues and other scary messages in an attempt to solve the mystery behind its death and finally release it from its torment.