I would definitely classify this as a horror anime and I did not know that going into it. It started off strong and I kept watching, but as things didn't really go well and bring good character development, I grew tired of it.
Generally, I don't do well with horrors. Not because I have a problem with them persay, but I'm too sensitive to spiritual things, so it freaks me out quite easily. Not scare, freak out - very different.
Initially, there were elements that suggested it might go that way, but when the show gets about halfway, you are introduced to the main antagonist or goal for most of the characters and that's where it gets super creepy, gross, gory and somewhat suggestively explicit. I DO NOT recommend this show and will not be finishing it. It feels straight up demonic - and I love anime, so don't take it like some anti-anime thing - it legit feels off. SAO was way better!