Horror is having a renaissance with general audiences, but it's always been a popular genre (despite being called a niche). 

The biggest example is Universal, the oldest surviving studio in the United States. It didn't start out as a large studio, but was able to break out with it's line of gothic horror movies, starting with Dracula. 

Blumhouse didn't start with horror, but it's the genre it's known for today. It made Paranormal Activity for $15,000 in 2007 and grew from that success. (It spun off several other divisions, most recently, gaming.)

New Line Cinema is known as "The house that Freddy built", due to the success and expansion after the Nightmare on Elm Street franchise.  Hammer Films, 

There are several other examples, but at the core, smaller studios should be our target for production and relocation. They have the greatest chance of breaking out, and for a relatively small investment, the return could be sizeable. Having them in Nevada means long term employment as well as the short term production roles. (I'm not saying we need to cater to horror specifically, it' just tends to be how studios gain traction.) 

While horror has a long history of creating new IP, it also has room for new productions and the audiance to support them. 

Not only that, but the horror / spooky community is one of the best and most appreciative audiences to produce for. (This is not just my opinion. Several comedians and comedy directors have produced multiple horror installments. Examples: Jordan Peele, Bobcat Goldthwait, and Zach Creggor.) 

Generally, their feedback is productive, and the more excited they are about something, the more likely they are to share with other members of the community. 

Full transparency : Yes, I'm a part of that community, so I may be a bit biased.
However, a study from 2024 Published by the American Psychological Association actually suggests horror fans have MORE empathy than the average person.

Other psychological horror fan traits can be found cataloged here.