The website https://thescriptlab.com/screenplay/genre/thriller gives us a simple but effective list of the sub-genres of thriller. Since thriller itself is too big to include everything, directors have to usually work with sub-genres which in the end is just a "more detailed" genre. For example, you can say you're making a thriller, but about what? Crime? Science fiction? See how that might cause a problem. If you specify your film with a sub-genre, the film becomes much more personal. That is a benefit of a sub-genre in films.