Note: This is a rant, not an essay. I ramble, tangent, diverge and meander. Be warned.
There is a common
assumption that Cthulhu and company are cosmic horror. That they have
to be cosmic horror and any use of them that is not cosmic horror is
an improper use. They are taken to be a part of the genre rather than
characters that most frequently appear within a genre. It is expected
that if Cthulhu appears in a story that he must be an unbeatable foe
that causes insanity merely observing him. To do otherwise is to not
be using Cthulhu appropriately. However, while Cthulhu, Hastur,
Azazoth and the like are characters primarily known for cosmic horror
storylines they are not, in and of themselves, cosmic horror.