I agree, I mainly see American Psycho as a dark comedy, a satire. But it is also kind of a slasher film, with the grotesque violence. I think it explores psychological topics more than Fargo and In Bruges do. It explores narcissism and greed, and makes fun of it. So I can see the psychological part of "psychological horror". But it is definitely not the kind of movie I associate with psychological horror.
A movie I feel I interpret very different from the general audience, is Scarface. It is often labelled as a Crime Drama. Like American Psycho, I see Scarface more as a satire. It makes fun of capitalism, the american dream, the excessive nature of american culture at the time and the crime genre in general. One of my favorite gangster films.