>>725083303
The real issue is that you have pathetically few examples of actual functional cosmic horror. There are a lot of things that feature a big scary squiddly man or some other big scary monster, but the purpose of being in the presence or awareness of the insignificance of the self when pressed against a higher entity isn't really relevant even in games that supposedly feature cosmic horror.
Even in the picture in the OP, it's some big monster arrayed against a warrior. Cthulu's horror in the context of Lovecraft's works is one of a transformative and highly corrosive monster that isn't terrifying by itself, but rather as a harbinger for an entire array of things that are absolutely worse than it being called upon by extremely mundane cultists. The promise that a world-ending nightmare is a few gibbering prayers away, and that this is absolutely not the only one. The Hunter in Bloodborne is a killer of beasts, men, beastmen, and things that are between, but the cosmic horror is the notion that the cosmic war of the Great Ones that decimates Yharnam every Night of the Hunt is just a routine mating process that causes catastrophic damage as they attempt to form a child. Not a hint of malice, not a notion of hatred, no intent to destroy beyond their desire to remove an opposing child and to sire a new one of their own. It's all contextual, and putting these two next to each other does and means nothing.
The last narrative example I can think of that well captures the notion of cosmic horror is Darkest Dungeon's Heart of Darkness. The well-equipped, well-armed group of veteran warriors and heroes sent into a shrieking bloodsoaked hell and kill the most dangerous entity they've ever experienced, only to learn that it was just some limb of an entity so great that its discovery is enough to promise doom to the world for their works disturbing it.