They all fall under the "Reality" banner because, unlike sitcoms or police procedurals, they're unscripted (at least in theory).  The www.televisionwithoutpity.com website makes a useful distinction by categorizing  shows as "Competitive Reality", "How-To Reality", or "Candid Reality".

Besides, "Reality TV" sounds sexier than "documentary" or "game show".

Regards,
Bill Carter