ME had horror elements.
Horror elements in BioWare games tend to be thematic more than explicit.
For example, the way broodmothers are created...the way organics are transformed into reaper units... the Leviathans... etc
There still are explicit horror elements though.
I still remembering freaking out when we first encounter Banshees in ME3. The way they stab you with their sharp nails if they get close to you scared me shitless. Every time I encounter them I kite like crazy so I can avoid that death cutscene again.
There's also the husks which pin you down. That's just fking freaky. Nothing worse than loss of control. Indoctrination comes to mind.
There's that one crashed ship that's about to fall down a cliff that seriously plays on people's vertigo. Every time you move a little, the ship shakes. I was so relieved when we got off.