This discussion on what is or isn't "horror" is fascinating. I have seen a few reference Jaws as fitting the "horror" category and I would never have even considered that as a horror movie.
I know what you mean.
To take a more extreme example, it only occurred to me at the last minute that I had completely forgotten about American Psycho, which is a film I absolutely love. I mean, that's pretty obviously a horror movie. Patrick Bateman is a sociopathic serial killer, and the film features a large amount of gruesome and graphic violence, much of it directed toward helpless women. If you were managing a Blockbuster, where else would you put it besides the Horror aisle? You definitely don't a customer picking this movie up out of the Thriller aisle thinking that they were taking home something like Basic Instinct, for example. But I just mentally code this movie as "dark satire/social commentary" as opposed to horror. I don't know why that is, because lots of other horror movies have social commentary baked into their DNA too.
But I'm also one of those people who doesn't see Se7en as a horror film. I get why people do, and it's a great movie. It just doesn't seem to be in that lane to me. I feel like any attempt to explain why is just going to be an exercise in me backwards-engineering a made-up justification for what's really a gut feeling.