Today's ghost stories tend to be much more physically or psychologically violent. The Victorians were much more leisurely about what might or could happen, building suspense layer by layer rather than punching you in the face.
Mysteries include so many things: the noir novel, espionage novel, private eye novels, thrillers, police procedurals. But the pure detective story is where there's a detective and a criminal who's committed a murder and leaves clues for the detective and the careful reader to find.
It was really in the Golden Age, between the two world wars, when the pure detective story - of which the locked room mystery is really the ultimate form - became popular.