That example of Pyramid Head appearing wasn't a jump scare, because nothing pop up at you. There was a quiet door sound, some footsteps and when you turned around you saw you were cornered by Pyramid Head. A jump scare isn't that gradual, it hits you so fast you don't has time to process what it is, so often what scares you can be something not at all threatening.
That being said Silent Hill 2 did employ jump scares, very rarely and after you had been playing the game long enough to be in the mood for them to be effective. The best example would probably be Laura hitting the keys on the piano.
The main criticism of jump scares is their over use, because people who experience a ton of horror will become immune from them over time. Still, nothing wrong with them, I'd just don't want to be made to expect a jump scare coming, since that is a good way for me not to react frighten to them. Now convincing me a jump scare will happen and then delivering nothing, well there's a quote about that:
"Being prepared for almost anything, he was not, by any means, prepared for nothing."