Redacted
We share similar feelings in this regard. I like horror stories in which the setting is unsettling, like there is always something amiss, a lurking danger. It reminds me of something I read, that many times things that cause intense fear are the ones that are otherwise ordinary, but there is something slightly amiss about it, like clowns, which are clearly human beings but with odd features.
Another thing it reminds me is the famous chess quote "A threat is stronger than the execution". This applies to horror stories too, so it seems.
I do wish it was easier to express the existential horror of cosmology better in narrative forms, but perhaps it's better to couch such things as fiction, rather than forcing people to look at the reality of our universe. The soul shrivels away from such knowledge, as it's simply out of scale with our lived experience.
Nyarlathotep is safely remote; an asteroid or gamma ray burst does not bear thinking about.