I don't normally take horror with my horny, but I don't as a rule think they should be separated as long as the themes make sense.
What I really don't like is horror where the porn content is entirely locked to game-overs or getting 'caught' by the enemy. Then it isn't horror any more since the point isn't to scare me with the antagonist, but to make me seek them out to get fucked.
This is especially weird when I find myself trying to avoid enemies and monsters not because they are scary or dangerous, but because I've already seen all their scenes and want to find new stuff.