I've never been to HHNs, but I have to confess we once took the kids to a very scary Halloween event at our local museum without realizing it wasn't meant for children. (It was a combined thing - half inside for the kiddies, half outside for the grownups and we wandered into the wrong area.)
Yes... bad parent moment there. But on the other hand, it did give us one of our funniest Halloween moments ever.
We were walking through a really well themed haunted house type area (and thinking maybe we'd made a mistake) when a ghoul in realistically gruesome makeup jumped out in front of us and shouted, "Yarrgh!" My son, almost-three years old at the time, braced himself, clenched his fists and screamed, "YAARGH!!!!" right back at the monster. The actor literally jumped back a foot and said, "H*ly Sh*t!" Then he looked at us, wide-eyed, and said, "That kid's scary!"
My son stomped out of the haunted house, frowning. Then, back inside the museum, he looked up at us and said, "I don't like that!"
So we headed back to the kiddy area for the rest of the night.
And FWIW - no nightmares, no trauma, and given that he's a reasonably well adjusted 12yo now, I don't think he was scarred for life.