A work in this category could blend supernaturalism and biological horror, exploring anything from the isolation of the ocean to the vastness of outer space to the possibility of a terrible afterlife. Moreso than many other genres and their subgenres, cosmic horror is very explicit in its philosophical themes, as misunderstood as those themes usually are (no, logical necessities cannot be false, so no eldritch being is beyond them even in fiction, and no, cosmic horror does not have to be morally nihilistic). What would lead someone to enjoy it, though, to seek it out for the more intentionally existential terror that it can pose?
Horror can be intoxicating for its penetrating nature (for those who experience this) and for how it very explicitly explores metaphysical and epistemological issues that many are too shallow to ever focus on left to themselves. Absolutely no one needs entertainment to prompt them to discover many logical truths or to contemplate serious concepts, but horror offers a much more direct sort of philosophical substance than, say, comedy or action when it is done well. Cosmic horror does this even more than broader horror. As a niche subgenre, the entire purpose behind most cosmic horror works, regardless of their medium, is to use the limitations of human experience that many people foolishly rely on for their worldview, ideas about deities or other beings that are ultimately logically possible but highly dangerous, and an atmosphere of both personal and cosmic dread to emphasize how small people are compared to deeper truths.
Fear is subjective. What crushes one's person even in fiction might be intoxicating to someone else despite triggering genuine terror or concern in the latter. If I was only a rationalist, but I had no access to the evidence for the specific type of theism that is likely true (Christianity, though theism is true irrespective of whether any established religious philosophy is true), cosmic horror could be much more terrifying. As a rationalist and a Christian, I actually enjoy cosmic horror even more than I otherwise might because of intimate familiarity with what does or does not follow from something, what is and is not true by necessity, and the fallible but expansive evidence that the real uncaused cause and other aspects of reality are not in any way as objectively terror-worthy as those of many stories.
Enjoying cosmic horror might legitimately be heightened by being a Christian, contrary to what some might expect. Cosmic horror can indeed be like a "drug" of sorts for philosophically oriented people, as shallow as many enjoyers of the subgenre are since all non-rationalists enormously lack rationality. By addressing deeply metaphysical, existential, and epistemological issues that transcend cosmic horror itself, this kind of art has some of the greatest potential; the laws of logic, God (and even Lovecraft's cosmos has a deity with Azathoth), whether or not morality exists, and more are tied to the scope and type of the horror emphasized in the cosmic kind, and if any of these proposed metaphysics (the logically possible ones) are true, much of reality is very dim indeed. That it is logically possible for many of these ideas to be false and that there is great evidence that they are false can amplify the pleasure of experiencing both general and niche horror, such as the kind Lovecraft is associated with.
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