The Doctor has seen all manner of strange beings in his travels, from bizarre but harmless creatures to implacable enemies. He’s borne witness to war and plague and natural disaster, and while he’s never been left unmoved by the things he’s seen, both good and bad, he’s seldom been spooked.
Daleks are his greatest foes, Cybermen aren’t far behind, but while he fears what they might do, he’s not afraid of them. In their way, they’re understandable and can be fought.
The Vashta Nerada are a different matter entirely; not even the Doctor can fight shadows. He can only run.