There are literal eldritch horrors we do not comprehend. It is why the sun has all the material features of god, yet we see it as a (very large, implacable, thankfully consistent) object, and we don't think about how we must refrain from looking at the sun directly, only that it burns our eyes.

Bertrand Russell's attempt at reducing all of mathematics to a perfect system of logic (until this was proven by Gödel to be impossible) broke him, much the way professors at Miskatonic would go mad trying to model the universe by pondering quaint and curious volumes of forgotten lore.

Myself, I was already pretty mad (diagnosed) when I saw lines being crossed in the US that pointed towards a fascist autocratic future and a purge campaign, and so I took to studying moral philosophy and the Holocaust, specifically the human mechanisms that justified the engagement of and participation in evil. Consequently, I broke my brain even further. Nature, human or otherwise, can be unflinching and ruthless in its efforts to exploit or consume us, which is why we need reciprocal ethics in the first place.

I do not imagine the universe is incomprehensible, only that we are small and still pretty simple, imagining the moon closer and bigger since we see models drawn to disproportionate scale. And so the layperson doesn't understand how difficult it is to launch a probe from one speck so that it drifts for months or years, to fall into an orbit around another speck. It's difficult to imagibe that the stars in a single galaxy, each teeming with satellite objects, are uncountable like the grains of sand on a beach. We know it's a number, but still have to estimate its value with a wide error margin.

It's not forbidden knowlege. The parabolic manifold in which the pillars of R'lyeh stand can be computed, but our hominid brains have to bend a lot, or chain together analogies and metaphors to understand them.

It's like a dog chasing a hyperball, possibly to its peril.