I've always felt the 'everyone dies or goes insane' mindset of CoC to be 'doin' it wrong', so to speak. The true feel of the mythos comes together when you die and go crazy, yes, but you don't do it wastefully. You sacrifice yourself to disrupt the cult's portal spewing forth an army of Shoggoths, or deliberately read the forbidden tome backwards and go nuts to foil the summoning of Shub-Niggurath. You've given your lives and minds to win your victory...and the horror is that in the end, the greater scheme of things doesn't care. They'll try again, years from now, with a different cult, and the world's only hope is that another band of investigators will appear to confront the evil in your place.