No, I have never seen one, I really don't think it's something real, I think it's just years and years of media hype combined with the overall gulibility of mankind.
Like in San Andreas, so many people claimed they saw bigfoot/a yeti/random paranormal bullshit yet NOT ONE of them provided proof.
Also, on the subject of video game scariness, the only enemy I've ever been afraid of in a game is the poison headcrab/zombie from Half-Life 2. I know I shouldn't fear games. I know how the game works. I know how the headcrab is placed in the map. I know it's just a huge mass of pixels. I know that it's just a model with a picture painted onto it, moving using a pre-defined animation and a selection of sound files. But damnit, whenever I hear the sound it makes the hair on my neck stands up and I run the hell away or kill it as quickly as possible.
trust me man, it's not that laughable scared at horror games, i played many horror games myself, Resident evil 3 and fatal frame 2 make me had nightmares for at least 3 days
yeah you're right, it's annoying to have people saying things they made up just to be famous, esspecially about GTA