A lot of the beasties in CoC can easily take an investigator apart if they go in guns blazing. This is one game where you have to work smarter, not harder. And while cultists, et al, can die as easily as the investigators, the investigators are not running around in Greyhawk or Forgotten Realms. They are in our world, with all of the various laws and legal snafu to deal with, so they can be arrested for manslaughter.