Since the Witch King is a creature that time had different meaning for, I would think that a fear of someone is in the person and confrontation. An immortal being could just build his forces and wait a mortal out until a less skilled commander was in charge. We do know that Boromir confronted a Nazgul, presumably the Witch King since his life was shortened by a Morgul wound.
Although King Earnur was a mighty commander, Tokien never mentions the Witch King fears him.
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