"Now all my tales are based on the fundamental premise that common human laws and interests and emotions have no validity or significance in the vast cosmos-at-large. To me there is nothing but puerility in a tale in which the human form - and the local human passions and conditions and standards - are depicted as native to other worlds or other universes. To achieve the essence of real externality, whether of time or space or dimension, one must forget that such local attributes of a negligible and temporary race called mankind, have any existence at all. Only the human scenes and characters must have human qualities. These must be handled with unsparing realism, (not catch-penny romanticism) but when we cross the line to the boundless and hideous unknown - the shadow - haunted Outside - we must remember to leave our humanity and terrestrialism at the threshold."
-H.P. Lovecraft in note to the editor of Weird Tales on resubmission of "The Call of Cthulhu"
... or in other words, you can only place human values and human passions with humans. You can't give humanity's concerns to beings/entities/gods from other worlds or universes because it just doesn't make sense to do so. Humans act the way they do, think the way they do and have the concerns they do because of our particular plight on our world, in our solar system, in our universe.
Also, Lovecraft points out that humans have a limited capacity to understand things beyond our universe - as he frequently illustrates in his stories where humans come across forbidden knowledge of some other god or presence or entity of some kind and subsequently go insane.
A brilliant insight from one of the most influential writers of horror and science fiction in the 20th century.