Simply because it is quite maddening to hear people talk about it being real. If only someone could show a single mention of it before Lovecraft's time I would be quiet about it
Most of the people who fully believe it to be real know very little, if anything about Lovecraft. If they at least researched it a little they might be suprised.
I do not really have a problem with people who choose to believe in it, as long as they understand the background information, and how Lovecraft fits into it. Know what I mean?
It is like someone believing in the 'One Ring' but not knowing anything whatsoever about Tolkien

(weird analogy I know but it sort of works).