I know it shows up on some specific games but isn't an available selective option. At least not through OBS. Especially for the Indie Horror games that are nothing more then demos that don't even show up in the Category option. For these I usually just select "Games + Demos" but no option to select a horror tag. I stream mostly horror games and more then half are just random demos and selecting horror would definitely help categorize and make it easier for searching the unknown games we play.