I just saw a film version of HP Lovecraft's classic tale. HP Lovecraft's vision of Horror as a feature of the human predicament in the cosmos is a combination of Edgar Allen Poe, Herbert Spencer, and Soren Kierkegaard.
This tale is simply the secularization narrative of the Enlightenment but with special attention given to humanity's denial of death. The only mercy for Lovecraft is the limits to science that allow us to avoid for awhile putting the various sciences together to yield the conclusion that the laws of the universe will eventually wipe away all of humanity and it's achievements. The Demi-Alien Cthulhu represents the ad hoc ness of mankind in natural history and it's meaninglessness.
But Lovecraft is no Russell facing despair in a pretense of virtue, he sees this fact as intolerable to humans drawing them either to reverse the successes of science or using it without sanity, proving that there is no successful coping mechanism for final death. This made his approach to capturing cosmic and existential horror - a worldview of horror and an eschatological kingdom of horror - utterly fascinating compared to other horror takes. Lovecraft is preaching through parables.
Ernest Becker considered this feature - the denial of death (in a study with that as a title) - to be the fundamental psychoanalytic dynamic. Neurotic functioning developed principally in the individual's degree of success in avoiding reflecting on the significance of his own death. His complement to Christianity was that it's Gospel made recognition of death a necessary condition for obtaining true happiness.
The Christian worldview does so by agreeing with Lovecraft as much as it disagrees with him. The world does display causes of wonder that seem to transcend mere concatenations of particles that serve as signposts to the divine, humans in particular. But these divine features are at the mercy of the regular mechanisms of the machine of nature which produces storm and quake showing neither malice or pity. Pascal captures this by saying that man, though but a reed crushed by the universe, is still greater than the universe that crushes it because man is a reed which thinks.
But Christianity explains this by saying that while the world is both beautiful and terrible, this is because the world is not mankind's normal home. The abnormality of man's relation to the world is further said to be accidental based on events in the archaic past, and reversible, based on events that take place in an eschatological new age. But the plausibility of these inaccessible events are groined in the accessible historical experiences of the original Israel which came into existence by prophetic revelation and miraculous intervention, and which recapitulated the same conditions that led to the distortion of all humanity.
From her history we learn of an original covenant made with the original couple in a privileged place made for them, but which they broke and thus were condemned to this natural world. But also from the specific grants given to the families and rulers of Israel, we learn that God had promised humanity from the beginning that there would be hope based on God's future provision and thus to live by faith until then. This was also accomplished in accessible history in the ministry, life, death, and resurrection of one Jesus Christ according to the promises made to Israel and attested by eyewitnesses. Because all are invited to join with God in his free promises of mercy in a new covenant we may look forward to a day when the oddness of humanities cosmic location will be overcome.
All this comes to the world like a signal from space from an alien race, but a much different one than the Thule Mythos, announcing the news that redemption is there if you want it. Good news is strange to a Lovecraft-like world. But that may not necessarily make it incredible. After all, even the point of Lovecraft's fiction is still a surmise but Christianity is reconstructable news from its sources. Even if we must be skeptics about whether Lovecraft or the historic church is right, we may still be confronted with meaningful option to believe and hope in the offered Christ.
In this way, we understand how Christianity makes facing the existential threat a condition of happiness. Christ makes science with sanity possible in a Lovecraftian universe and Cthulhu turns out to be an accidental evangelist.