Because he's a monster with class. All the monsters these days, they wear shredded or bloody clothing. How overdone. Slendy wears a suit.
All the monsters these days, they have a bunch of sharp teeth and angry eyes that are so overused the don't impress. Slendy doesn't have a face.
All the monsters these days, they try so hard to look menacing and evil. Slendy just puts on his long suit, tightens his tie, and starts stalking.