Partially, that's what my last paragraph is meant to cover.
Some of it may also be explained by certain structural tropes that HPL liked to work with. He liked his stories to have a great deal of verisimilitude. Hence, many of them are set in the very recent historical past, and are either narrated by direct witnesses, or refer heavily to 'documented accounts' by witnesses. In order to maintain the sense of realism under that structure, it is necessary that the horror not have made a significant impact to the world, since the reader won't have previously heard of it. That doesn't cover every instance I cited, but it may have been a factor for some.
Contrast with certain of Tim Powers' novels, where he finds interestingly suggestive bits of real, documented history on which to hang his frameworks of fantasy. That lets him (to a limited degree) have his plots 'affect' the real world, by having those plots be the secret explanation behind certain events.
no subject
Some of it may also be explained by certain structural tropes that HPL liked to work with. He liked his stories to have a great deal of verisimilitude. Hence, many of them are set in the very recent historical past, and are either narrated by direct witnesses, or refer heavily to 'documented accounts' by witnesses. In order to maintain the sense of realism under that structure, it is necessary that the horror not have made a significant impact to the world, since the reader won't have previously heard of it. That doesn't cover every instance I cited, but it may have been a factor for some.
Contrast with certain of Tim Powers' novels, where he finds interestingly suggestive bits of real, documented history on which to hang his frameworks of fantasy. That lets him (to a limited degree) have his plots 'affect' the real world, by having those plots be the secret explanation behind certain events.