Eternals just won’t die. No matter what you do, cut them to bits, blow them up, even destroy the brain, these guys just won’t stay down. Think of the scene in Return of the living dead where the zombie takes a pickax to the head but still keeps going. In fact, as we saw in that film, the individual pieces keep on coming even after they are separated from the body. Disembodied hands, and feet, eternally coming after us and they absolutely will not stop.
In ROTLD the only way to stop them was to incinerate them, burn up every bit so there are no more moving parts to do harm.
That, to me, is scary AF.