I see what you mean about why the elements that seem connected to thrillers for people who interact a lot with the genre would be pretty easy to not pick up on when you don’t interact with it much. A lot of thrillers and horror are built on paranoia and tension and it usually does that by taking generally normal and safe situations and making them feel unsafe. It’s why children feature so much in scary movies. A lot of things that seem like thriller aspects to us can seem pretty normal through a lens not assuming something bad is going on.
I experienced this backward when playing a game called Gone Home. For some reason (maybe the title maybe because the summary was vague) I assumed it was a scary game. The character arrives home after being gone for like a year or so to an empty house on a stormy night. Not inherently creepy but I just thought it was. You go through the game learning about what the family has been up to since you’ve been gone and pretty much none of the info implied a creepy undertone (there was one super small subplot about a ghost but it was super minor) but I was so sure it was a horror game of some kind because it just felt creepy to me. Even by the end, when it was clear it was about the character’s sister discovering she was gay, I still kept expecting to find someone dead or something and was thrown when it ended with the sister writing a letter to the character saying she ran away with her girlfriend.
So much of the thriller genre is keeping creepy undertones that when you go in without any assumptions about usual thriller elements, it’s easy to assume it is just a normal situation. Amnesia is a super common thriller trope, the person might have mentioned Finland being creepy to them since the character knows they didn’t use to live in Finland but now they live in the middle of the woods in a country they don’t speak the language of with seemingly little way to contact anyone if they need help if something goes wrong. To someone used to thrillers, it implies something will go wrong. It can also give a sense of isolation to some people which is also common in thrillers. The spouse can come off a bit obsessive to some with that weird mention about killing a bird and that blood pact thing which can make the reader unsure of their intentions. Also about the nightmares, while they do occur in other genres, they are always symbolic of something, and the image of a creepy house with a scream, a bloody bath, and a broken mirror seems to imply to me that the main character has some anxiety about some kind of murder they are connected to. Those were just the things that seemed connected to thrillers to me, but I also read and play a lot of thrillers so I recognize the common elements of it. But experiences are not universal and other people probably didn’t read the scenes the way I did.