I say for it to be horror, something scary or horrific has to happen. There has to be some kind of threat. Otherwise, it's just freaky. There has to be either a body count or the threat of a body count, to put it crudely??? Nobody actually has to die, but the threat of death or severe bodily harm or maybe spiritual harm has to be there for it to be horror. You, as the reader have to be scared somehow, regardless of the final outcome.