I think that's part of the nature of the genres. Scifi and fantasy both have a lot of furniture; magic is fantasy and can't be scifi, and technology is science and can't be fantasy, etc. You can have elements of both, of course, but those tend to be outliers, with the majority of the data points falling more or less under one of the two bell curves.
Horror, on the other hand, is more about the tone than the trappings. You can have scifi horror, fantasy horror, historical horror, real-world horror, etc. It's a way of writing and a purpose for writing rather than any particular set of elements.
I don't know that this would have fit quite as well on PP; for all that it ends literally in hellfire and damnation, it's really rather hopeful at the end...