That's the thing though; you can say you'd react a certain way to such and such situation, but you never know how you'd react in the situation until you're there. I don't doubt you're tough and you haven't encountered many situations you wouldn't stand your ground, but everyone has something that eventually gets to them. Hell, even something like you stirred up a hornet's nest. You don't stand there and take your lumps, you get away from them because you're smart enough to know that getting stung pointlessly is much one of the dumbest things you could do.
Damage may still be damage, but how much do you have to inflict before it catches up to you? You may not even get a chance to swing said baseball bat before it kills you. It's just one of those things where if you're at a severe disadvantage, going at it just to die would be pointless and of course it isn't scary if you keep confronting these invulnerable monsters, and probably dying a lot. If you get in the mentality of "I gotta find a way to kill it and keep trying until I do" you're not going to enjoy the game because it's not it's intended purpose and you're purposely sabotaging the atmosphere. With Resident Evil 3 the whole Nemesis thing was brilliant because up until then, you COULD kill anything you came across, and in a series that's super stringy on ammunition, you'd have to reach a point where you realized the big bastard couldn't be killed conventionally, and a part of good horror is that the source of said horror isn't always in your face, it's lurking just out of sight and creating an atmosphere of dread. You never knew where the Nemesis would reappear, and you had to know your escape routes. It made it that much more rewarding when you finally did kill it because you goddamn earned it at that point, and it's a huge relief.
As for your Alien situation, keep in mind the second movie was directed by James Cameron instead of Ridley Scott, so the vision of what the monster was shifted. It was more of a straight up action movie with a badass female lead (which is STILL uncommon enough to be annoying. Live a little, Hollywood), but the flamethrower in that movie was only effective at destroying the nest, pretty much. The aliens are scared of fire, yeah, but it never really hurts them. Maybe their skin is fire-retardant, and the intense heat isn't more than an irritation. As for the whole shotgun thing, yeah, the xenomorphs in Aliens died after prolonged gunshots, but that's also with a lot of ammunition and a group of trained marines. You can probably wound the single alien with a shotgun, but maybe its hide his too thick for the buckshot to pierce to anything vital. It's one of those things where you can't really assign human values to it. I mean, these are creatures that apparently have no problem physically surviving the vacuum of space, other than needing air. Hell, even when you're playing a game like Alien vs Predator, you can usually take a few solid hits as an Alien without dying. At it's purest, the Alien isn't supposed to just be another faceless mook to gun down, it's a monolithic terror that represents a lot of things that terrify us, especially since it's entire character design is based around rape imagery.
I'm not digging against your personality or what you may know or anything like that, and it's great you have that kind of bond with your dad. It's a great place to prepare yourself for situations that actually pose a danger to yourself, but like I said, you don't know how you're going to react to something until you experience it, and everyone has a breaking point. There's a lot of historical examples of war veterans who after fighting months or years of war experience something that just breaks them down as a person. Maybe you adapt well to constantly being at threat of ambushes or mines, or entire villages potentially being hostile to you, or prolonged, hours long fire fights. Maybe you single-handed charged a fortified position and took out three machine-gun nests so your comrades could advance. Maybe all of that washes over you, but the thing that gets you is you see a kid being forced to fight, or you see a mother holding a dead infant or something like that. It's off topic and all that, I'm just saying from experience don't expect any amount of preparation to really give you immunity from anything you could possibly encounter, and I've been a soldier and I've been jumped by criminals and kept a cool head and my training probably made the situation a lot better than it could have been. Hope for the best, plan for the worst. You can always fill your toolbox with skills and experience you can draw upon when you need it, but all it takes is the one time you encounter a situation that you aren't prepared for and you mentally can't adapt.
tl;dr challenge yourself to get into the mindset of somebody else when playing those games where you can't Rambo your way through it and put aside all expectations you might have. You'll enjoy it a lot more, trust me.
