Oh, you want reasons. All right then.
The Witch is that rare horror film that makes it into theaters without the benefit of the tropes and conventions that usually attract an audience: this movie has few moments that could be called jump scares, a distinct lack of torture porn or slumber party massacres, none of the recognizable camera tricks that telegraph "this is a horror movie," no found footage nonsense, and no easily merchandised villains.
It's emphatically not that kind of movie.
The Witch moves at a morbid pace. The narrative isn't additive to propel plot progression; instead, the film is a series of vignettes separated by black screens that mark off each narrative segment. The film doesn't flow from one scene to the next to build toward unveiling the horror at the heart of it all; rather, each vignette functions to further an atmosphere of dread as each segment iterates a new way in which corruption visits a cast-out family living on the cusp of the archetypal dark forest.
In The Witch, dread is all encompassing. The film doesn't rely on gore to generate fear, and it certainly doesn't rely on mystery either. In fact, the cause of the family's misfortunes is shown plainly throughout the movie. The audience isn't given the necessity or the space of wondering at what is going on; we know what is going on (more or less) and film's central terrifying conceit is that being privy to the problem confronting this family fails to safeguard you from experiencing the mounting dread of watching horrors unfold even if we know the cause.
The besieged family in The Witch is placed in a similar position. Deep down, each character is cognizant of their own failings and recognize how their trespasses and lapses have made them prey. But knowing the root causes of their bedevilment in no way helps them steer clear from moral, physical, and spiritual destruction. The Witch is a film that pessimistically dwells on the inconsequence of knowledge and faith when confronted by the void.