...because, most often, they're gore fests as opposed to actual horror. Nothing scary just an overabundance of gross.
That said, there are a few that I've enjoyed over the years:
Near Dark (first film I ever saw Bill Paxton in and he killed it... No pun intended.)
The Conjuring (closest thing Hollywood has come to truly scary movie without a serious gross factor)
Pet Sematary (not as horrifying as the book but still a good watch)
Aaaaaaand, I guess that's about it as far as movies go... I prefer my horror in written (and occasionally video game form, I guess).