Interesting. That's not what I would have expected.
Where are these horror games usually set? Also, what's the gaming culture like in South Africa? Do you have to order all your books online or do you have a FLGS?
Curiosity...
Difficult to talk about how the gaming culture in ZA differs from other gaming cultures from the inside. The demographic tends to be white, mainly male (at least 60 -70%) middle to upper class. But the culture of gaming does vary between the different towns and cities, with some cross pollenation happening at the 3 major conventions (Icon in Johannesburg, Dragonfire in Johannesburg, Upcon in Pretoria)
The horror - systemwise, Call of Cthulhu, World of Darkness, Unknown Armies and All flesh must be Eaten would be the most popular systems, competeing with D&D for market share. COC and WOD are the most popular non D&D systems. Setting wise, fairly global, many horror campaigns are set in America/Europe mainly due to the fact that that is where the material in the sourcebooks is aimed. Although there are some very good campaigns based locally.
I think the big thing is that there is very little South African scifi/fantasy/horror fiction published, so we pretty much read and watch the same things as everyone else in the world. 1980's to 1990's fiction pretty much influenced the gaming, with anime coming more to the fronty at the moment, so systems like Exalted are gaining some decent traction.
I hope this make some kind of sense?
Edit: Regarding FLGS, there are two major ones with branches in Cape Town and Johannesburg, otherwise alot of people buy online, the two major local e-retailers give very good service in this regard.