I was looking through publishers marketplace to see which agents are selling what, and it was shocking to see the difference in deals between thrillers and mysteries. Mystery sales were mostly "nice" deals (0-$49,999K) while there were many thriller sales in the "major" and "significant" category (big money). What this is telling me is that publishers see little money in mysteries, and quite a bit for thrillers.
Lee Child writes thrillers. Outside of that things get a bit murky for me, too. There needs to be more involved than the solving of a mysterious death. There needs to be an imminent threat, and the threat outweighs aspects of mere puzzlement. To me, thrillers are definitely never cozy. Neither are they romantic suspense. Usually they involve violence. Occasionally the threat is global.
But, seriously, there must be more mysteries, including all the small presses (don't know if they mention those) including all the cozies and romantic mysteries and Harlequin mysteries. It goes on.
Not all deals are reported on Publishers Marketplace (sometimes it's used more to generate film interest, foreign rights sales, etc.), so I believe that Jeri's correct in that there are more traditional mysteries are being published than thrillers. Certain thrillers may, however, be capturing bigger deals, as you pointed out in your original post, Dave. In a year or two, the trend will change again, I'm sure. And in terms of literary historic mysteries, Jacqueline Winspear seems to be doing quite well! So just write what you love, because there are always exceptions to the "rule."
My guess is that the Publishers Marketplace announcements focus on where the biggest money is. That doesn't mean there are more thriller than mystery contracts, just that thrillers get more noteworthy advances. I think that's what Dave is pointing out.