Well, with Poe, in part this is because he defined the short story in its modern form, as well as refining the entire concept of the weird or horror tale. Following Poe, no one could write the sort of thing which had been accepted beforehand, without being held up to a fair amount of harsh criticism. As Lovecraft himself (who, recall, once called Poe his "God of Fiction") noted in
Supernatural Horror in Literature:
True, his type of outlook may have been anticipated; but it was he who first realized its possibilities and gave it supreme form and systematic expression. True also, that subsequent writers may have produced greater single tales than his; but again we must comprehend that it was only he who taught them by example and precept the art which they, having the way cleared for them and given an explicit guide, were perhaps able to carry to greater lengths.
Even Poe (as with all pioneers) has been surpassed, in various ways, when it comes to individual stories... but not, I think, in his impact on the field. (Ironically, his greatest challenger in this regard is also one who was perhaps his greatest supporter: the same gentleman from Providence -- a state of affairs which would leave the Old Gent thoroughly flabbergasted.)
Ellison did write some sf short tales (and even a short novel, The Man With Nine Lives/The South of a Scythe), but the bulk of his fantastic fiction was fantasy or outright allegory. And, truth be told, his "straight" sf (if one can call any of Ellison's tales "straight" anything) is often among his weakest work.
And with at least a fair number of those who shy away from such labels... it isn't being ashamed, but fighting being pigeonholed, and therefore tying them down to one particular branch of literature, when they have fine abilities in many; the fall-out of the modern insistence on genrefication....
And true, Ms. Jackson's fine novel and her strange stories are among the gems of the field, and are better known to the average reader, perhaps; but that still does not make her a "horror writer", any more than Browning's magnificent weird poem, "Childe Roland to the Dark Tower Came" makes him a "horror poet"....
Some years ago, I was having a discussion with someone about Clark Ashton Smith. They were asking what kind of writer he was, and while I was trying to answer that, someone else popped in and said: "Oh, he's a horror writer". That was that. The door closed on the person's interest with that phrase, and it's a pity, because this is someone who, had they been introduced to Smith's wide variety of works, would almost certainly have been very enthusiastic about them.....