Uhhhhhhhhhhh...............
Because
1) 50% of the human race is female so it makes sense that they'd get killed in roughly the same amount ratio in any given situation. (including a horror movie.)
2) Stabbing someone with a knife is not sexually suggestive unless you are a deranged lunatic. The killer is not saying he wants to have 'sex' with the victim just because he stabs them. The fact that the killer 'gets off' on their crime is irrelevant, they
still are not having sex. He is saying he wants to kill them. If a knife impalement carries a sexual undertone based solely on the fact that its is a fallic object being thrust 'into' someone then...
A) Michael Myers wants to be a sister fucker.
B) Freddy Krueger is super gay because he's 'stabbed' lots of guys.
C) Just think about what it means for The Tall Man! He sends his silver ball at people to penetrate them!
3) Someone already said this, but it was a good point. The majority of horror fans were predominantly male, explaining why the older films tend to feature more scantly clad women. It is also why the newer ones tend to feature more and more dudes with their shirts off. They realize that more and more females are gaining interest in horror and they are adjusting accordingly. Sex sells.