Personally, I think Curse of Strahd is at its best as heroic fantasy with horror trappings.
And this is why. I agree that the sense of control (or lack thereof) is key to making it horror. But, not feeling like you’re in control of whether your character lives or dies makes for a poor D&D playing experience in my opinion. To each their own of course, but personally I want my players to feel in control of their characters’ fates, even in an ostensibly horror-flavored campaign. Ideally a Ravenloft campaign should endeavor to walk the fine line between horror and fantasy, playing with the notion that whatever control you may have is tenuous at best. But, in my experience when the players feel like they’ve lost control, they struggle to maintain investment, and that’s when a game can spiral into chaos.