I'd presume they are not simply a flavor. There is nothing particularly big or popular I know of that would contribute to a high amount of horror being attempted. Then, yes, I do believe horror is more difficult to attempt hosting. Of course, everything is easy if you have no standards, but to do it on a generally universal level of well, I can imagine it would be a bit more difficult to keep people hooked and keep things cohesive without making a story that looks open but actually just railroads you to an inevitable conclusion.
Still, I don't think it's impossible at all. I think it generally just falls by the wayside, and if someone wants to try it, they can probably do it and expect fairly average results compared to the rest of the guild.