No, my experience with alone/together situations is quite different.

I usually don't laugh when I'm watching a funny movie by myself and, although I might flinch during jump scenes, I don't normally find scary movies to be all that scary when I watch them by myself.

There are hotels that tout themselves as "haunted hotels" and even bring in teams of "ghost experts" to get an official certificate proudly declaring the amount and type of "haunting" taking place at that location.

If it's known to be a joke, then sure, it's all fun and games - just as there is a sense of security in walking through the woods with a group of friends. But if even one of those friends is genuinely terrified, then that's a whole other story. It's enough to put everybody in the group on edge. You would be much better off walking through the woods alone.

Perhaps it's herd mentality - but knowing that other people are genuinely scared has a way of bleeding into your own psyche. Even if you rationally know better.