In order for a horror film to work, you need to have relatable characters. The more easily the audience can put themselves in the shoes of the cast, the more real the terror. That's why, when a horror film is geared towards a younger crowd, the characters are primarily teenagers who are made to be as average and generic as possible.
Of course, while veterans come from every walk of life, one thing they all have in common is that they aren't average. We're generally brash, crude and perform well in environments that would freeze your average horror film character.
And to be fair, there have been horror films that feature characters with military backgrounds, like Predator. The problem here is that troops and vets would easily turn any horror film into an action film. In fact, the 2018 sequel to the Schwarzenegger classic seems to be embracing this action/horror dynamic of "vets versus monster."
But here's why vets wouldn't make the best fit in most horror flicks:
We're not easily scared
Veterans often have a desensitized "fight or flight" reflex. When vets are spooked, it's rare for them to freeze in place or scream like children. They're conditioned to hop right into fight mode.
If a twig snaps, vets look in that direction. When someone screams off in the distance, they're not just going to shrug it off and continue their party in the middle of the woods.
We would organize survivors
Veterans instinctively take control of situations when everyone stands around confused. It doesn't need to be a life-or-death situation, either. At a kid's birthday party, for example, vets expertly knifehand their way into getting balloons inflated and cake cut.
Vets would identify who's useful and smack some sense into the idiots that say, "let's split up!"
We could make due with few resources
In horror films, survivors often run around looking for supplies. Most would probably settle for finding a pair of safety scissors that they would then inexplicably throw at the unkillable monster.
Meanwhile, the veteran has fashioned a ghillie suit using mud, sticks, and leaves and they've found the sturdiest club they could get their hands on — and set it on fire.
We'd probably be carrying
Chances are, the veteran probably doesn't need to scavenge. The moment the idiot who went skinny-dipping starts screaming bloody murder, a veteran would chamber a round.
Unless the vet is fighting some supernatural force, the credits would start rolling shortly after the knife-wielding clown starts rushing them.
We know how to actually run and start cars
From the most macho grunt to the wimpiest supply guy, everyone has done Land Nav enough times to not trip on their own feet every ten seconds while running through the forest.
If the monster couldn't be shot to death, the vet probably wouldn't even bother and, instead, would leave. Especially if the monster just comes at them at a walking pace...
We've secretly been preparing for this forever
Ask any veteran why they stockpiled arms and supplies and they may joke that it's for the zombie apocalypse. The moment an actual zombie apocalypse happens, that cache is definitely coming in handy.
We also have at least seven different plans on what to do in every situation. Catching us completely off-guard isn't a realistic plot point.
*Bonus* The downside to being a veteran in a horror film
But realistically our f*ck-off attitude would get us killed. The masked killer would probably show up, covered in blood, and we'd mock them for whatever reason. That's maybe not the best idea...