I have a sort of unpopular opinion on this. I agree that most eldritch horror should end with one of the following three: MC insane, dead, or ambiguous. This is when the idea of cosmic horror works best... But when you read an entire collection or anthology when this always happens, you get bored. The great cosmic mind-f**k doesn't mean as much when it happens all the time. Sometimes I think it's best when the human characters defeat the Lovecraftian monsters (temporarily) and are able to continue with some semblance of real life.
When you start a story and you know the MC is screwed no matter what, it cheapens the actual horror, but if you're not sure if the MC will make it out or not, it's more horrifying when they don't.
So I think it's best that occasionally MC doesn't go insane, die, or we're unsure exactly what happened but are pretty sure they're screwed.