Hello, you are correct. It is a robber fly not a horse fly! Robber flies are common predators that feed on pretty much anything flying insect that they can catch. In that sense they are quite beneficial in capturing large numbers of otherwise pest insects. 

 What looks like a long thick stinger is probably the female ovipositor. However, robber flies do not sting or harm humans in any way.

Here is a brief overview of robber flies and their biology.
https://hort.extension.wisc.edu/articles/robber-flies-asilidae/