I guess the term "mystery" has evolved. If you check "genres" on Netflix, you won't see it. Instead, it has become a sub-genre of "thrillers". Now I don't know about you, but I never would have put it there, I might have put some mysteries under a sub-genre "thriller", but not the other way around.
Thriller, crime, suspense, cozy...all mean different things to me. But the term mystery seems broader. A work (be it novel or film) that has some great unknown that must be discovered. Solving clues, uncovering a path to the solution.
DOUBLE JEOPARDY is one of my all-time favorite contemporary films. There is crime, suspense and (dare I say?) mystery. But when I think of mystery by itself, I don't think of modern films. I think of... Rear Window.
Just some random thoughts.