I would guess something was there that your dog could smell/see/sense that you could not---that sounds so banal. I oddly find cemeteries relaxing...
I do remember one weird experience that stands out; a friend and I were driving up and around and down a place called "Mt. Misery" (really an old labyrinth of sand and gravel pits) and, at the very same time, we both turned, and felt certain that the road was closing in behind us, very spooky at the time.
(another time, I was up there with friends---and we were approached by guys with baseball bats---supposedly looking for someone who "escaped" from somewhere---luckily, the guys with us were older and more intimidating [not in reality but in looks])
...I guess most areas with teens have a place like that...
And, there were a lot of abandoned mansions at the time along the north shore---probably all built up now---but those were fun, spooky,
with marble fire places, stairs to nowhere, things left behind...the feeling of something being "there"...