I think movies like The Thing can definitely be both. Maybe the most classic and acute example is the movie 'Xtro'. Sci-fi in setting, but utter horror in subject matter. In it, a human woman gets raped by an alien monster, and in a very protracted and utterly unbelievable scene, gives birth to a full grown human male. I submit this is both sci-fi and horror :)
Or another great example : Demonseed. A scientist's super computer decides it wants a child, traps his wife, and proceeds to use her to procreate. Creepy.