Fade to Black is listed as Gothic Romance in at least one place. O,o. And UF (it isn't except for in as far as "it takes place in a city..") and a few more that make me scratch my head a bit.
Urban fantasy has become its own little mess of terms. I have heard the label applied to stories with fantastical elements that happen in cities, stories in the modern world with supernatural elements, stories where the city itself is supernatural, etc.
And then there are the distinctions between urban fantasy, contemporary fantasy, paranormal romance, etc.
The fact is labeling anything is open to interpretation, and as trends in writing shift, as they always do, those labels get more and more elastic.