The scariness is in what they did and how they acted, not in how they looked. They imprisoned beings and made them slaves, they destroyed lives and property to maintain themselves and their evil power. It sounds to me like you have become desensitized to violence and destruction in movies. Try to imagine what the characters were going through in this movie. Then maybe the Skeksis will seem more scary to you.

The film wasn't geared at adults, you nitwit. For children the Skeksis are a bit scary, but they weren't meant to scare them right out of the theatre. Did you expect them to look like Pinhead and perform vivisections on the Gelflings or something? Sheesh, this is a movie for children, and a LITTLE scary is what they were meant to be.
If your nose runs and your feet smell, you were built upside down.

I apologize for not making my point clear, that point being that
THE DARK CRYSTAL is not an effective fantasy movie.
The plot is nothing but an unimaginative copy of LORD OF THE RINGS.
The Mystics, supposedly the good guys, are nondescript and unmemorable.
As for the Skeksis, the reaction of a poster on a Youtube video of the banquet scene is that the uncouth table manners of the Skeksis reminded him of the table manners of his own family.
If that is the reaction that those purported embodiments of evil inspire, then clearly the Skeksis are a failure as villains.
Again, I apologize for not making my point more understandable.
God is subtle, but He is not malicious. (Albert Einstein)

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But if you want REAL TERROR look up the biographies of the real life counterparts of the hoodlums in GOODFELLAS and CASINO.
I take it you haven't seen
Insidious
.

Skeckis are beyond creepy you know
"You killed Captain Clown, YOU KILLED CAPTAIN CLOWN"-The Joker on Batman TAS

yeah ok, obviously compare some fantasy creatures to real life counterparts of movie gangsters. well done.
'All for one and one for all! You go first, I've got a bad leg.'