I would say that the fear of birth applies more for men in the case of the first Alien film. Look at the press that was generated over the "pregnant man"- most think of a man bearing a child as an odd or disturbing thought. Alien ramped up that natural uneasiness by having the facehugger force a man to bear its next stage. The Alien does do something questionable to Lambert, but its life cycle is most unnerving with Kane's situation.
Anyways, it's hard to say whether they're horrors by my own standards. Personally, I consider Alien to be the only horror out of all of them. In actuality, you could probably name any one of these films a horror as that's what the filmmakers intended ('cept maybe Aliens, as it was more of a thriller). But, by my own definition of a horrific film, Alien stands alone.