Cabin In the Woods was more explaining the stupid decisions -- the horror movie characters are being "guided" into the bad decisions.
As for the alien egg... To be fair that we didn't really learn not to mess with the alien egg until the original Alien... and Covenant is a prequel to that -- they haven't learned that mistake yet
Someone mentioned "Get Out"... but the guy sees proof that his girlfriend has been with a lot of different people who have turned up gone and yet he goes downstairs with her before securing the car keys?
I'd say there are plenty of horror movies where the characters are fairly smart -- but if characters don't end up in bad situations then it's not much of an entertaining movie. I can't really think of any boneheaded moves in Night of the Living Dead... In 'The Thing' they for the most part make good decisions all things considered. 'Halloween' and 'Halloween 2' no one really knew anything was going on until it hit a boiling point.
Plenty of other examples.