Writing multiple genres under one name.

When I first started writing years ago (before I was published), I wrote on a romantic suspense level. Then I began reading contemporary romances and then delved into erotic romance. 
My first published work, Amber's Muse, is an erotic romance novella. And after I wrote that book, I dived head into being an erotic author. I have a series I've written, Hot Bods, which is a series of four books (novellas). I've even dived into the world of BDSM. I have one longer novellas, Bound By Pleasure, and several short stories in the genre. 
But now, I've embarked on sweet romance? Not really too sweet, my characters still get frisky, its just not in detail. Finding Home is the first contemporary I've written and last week I published another contemporary, Bare Necessities. But wait, Bare Necessities is also a romantic suspense (border line).
Now under one pen name, I have a wide variety of different romance. Hopefully I have something for everyone. To be honest, I've wondered if it was a smart decision to use only one pen name. If someone reads Finding Home and loves it, and then they pick up Tempting The Manny, well they're in for a surprise. Its one reason I've set my website up the way I have. 
If I were to sit down and write a horror novel, well I would probably choose a different name, but since its all romance, I think its okay. In fact, I just finished writing a closed door story. I let my characters take me where they want to go and how sexy they want things to be.
I suppose time will tell if I made the right choice or not doing it all under one pen name.