Like, who really thinks that Cthulhu is the least bit credible?
Actually, tons of people.* But from the books. The movies are a pale representation of the novels. It is difficult (not impossible) to engage through film in a way that creates horror. I believe that creates a bi-modal distribution where there are a ton of lousy horror moves, a number ot truly terrifying ones, and little in between.
* – I'm not sure how many people actually believe in the Elder Gods, etc. However, libraries, tourist boards, and crime statistic centers annually receive requests to this day for the locations (Miskatonic University, Innsmouth), books, and events (nass murders, cult activities, strange disappearances).
link
That's not a ton of emiprical evidence, but anecdotally, it shows Harvard feels they get value from telling people there is no real Necronomicron.
So while I doubt many (stable) people believe in the giant tentacled gods from beyond the stars, the stories do create a feeling of authenticity. If you want to visit Mos Eisley on vacation, you know you're going to Tunisia or Disney.