When we asked people to rate the creepiness of different occupations, the one that rose to the top of the creep list was – you guessed it – clowns.
The results were consistent with my theory that getting "creeped out" is a response to the ambiguity of threat and that it is only when we are confronted with uncertainty about threat that we get the chills.
For example, it would be considered rude and strange to run away in the middle of a conversation with someone who is sending out a creepy vibe but is actually harmless; at the same time, it could be perilous to ignore your intuition and engage with that individual if he is, in fact, a threat. The ambivalence leaves you frozen in place, wallowing in discomfort.
This reaction could be adaptive, something humans have evolved to feel, with being "creeped out" a way to maintain vigilance during a situation that could be dangerous.