Recalling Carol Clover's Her body, himself: Gender in the Slasher Film, there is typically an androgynous final girl in horror films - such as Jamie Lee Curtis in Halloween - who survives the movie. The girls who are more sexual on the other hand, are brutally killed. So on some level, it's as if the women are punished for being sexual. Furthermore, the POV is male, and the weapons (i.e. knives and chainsaws) are phallic.
I assume there are some feminist horror films out there that actively defy this theme, but I haven't found them. Do all horror films follow this style?