The cultists in The Call of Cthulhu, apprehended by the police on a voodoo raid, are referred to as "men of a very low, mixed-blooded, and mentally aberrant type". And The Horror at Red Hook is a veritable orgy of xenophobia, again with the brave police barely able to keep some particularly despicable type of foreigner under control.
Ich hätte gern ein cooles Steampunk Lovecraft MMO, in dem ich eine Kultistin spielen kann.
— Tiny Tiia (@TiiaAurora) February 20, 2014"I would like a cool Steampunk Lovecraft MMO where I can play a cultist."
This tweet got me to thinking: yeah, that would be pretty awesome. And such a refreshing change. Usually, in Lovecraftian things, the protagonists are associated with the establishment and fight against the "monsters". (To use a vague term encompassing the various supernatural horrors.) Protagonists are professors, police, Good Upstanding Members Of The Community. Antagonists are foreigners, mongrels, mutants, criminals.
I run the occasional Lovecraftian pen and paper RPG session set in 1817. There, I try to occasionally change the formula by allying the monsters with the establishment, the theory being that lust for power trumps xenophobia. It's basically a tweak to make the setting more palatable.
Neil Gaiman's excellent A Study in Emerald (PDF) puts the protagonists on the side of the establishment, which is also on the side of the monsters.
That leaves us with a final juxtaposition: the protagonists are allied with the monsters against the establishment. How to do this in a game? Computer games tend to be very much "history as written by the victors". The most egregious example is maybe "Colonization", which manages to be about US history, lionizing "founding fathers", while completely ignoring slavery out of squeamishness. The only time we get to play anti-establishment figures is in carefully circumscribed freedom fighter roles - as American revolutionaries, or fighting against some ill-defined far-future corporate dystopia.
How can we make a cultist game work? Why does the game's protagonist side with the monsters? One option is that they are less monstrous than they seem. It's just the boring minds of the establishment who find them frightening and incomprehensible. But this is a copout, I think. Friendly freedom-fighter Cthulhu is an absurd image.
A second option is that the protagonist means to use these monsters as tools. This is better, but then the protagonist isn't really a cultist - and you just know that "using extradimensional horrors for fun and profit" is going to go horribly wrong. Here, the protagonist is more of a cultist "fellow traveler", a word usually translated as "useful idiot".
So let's say that the monsters are indeed monstrous, and the protagonist is indeed on their side. Why? Because they have reached the point where they desperately want change, even if it's change for the worse. When I first finished reading 1984, I lay awake willing an asteroid strike or plague to happen in that world. The gridlock of oppression in the book is so self-perpetuating that it feels only a major catastrophe might break the pattern and set people free.
Having established why the protagonist might side with the monsters against the establishment, how do we get the player to side with the protagonist? Again, in most games, the player is nominally on the side of the establishment. Yes, there are plenty of antiheroes, but that tends to just mean they're assholes. Being on the side of the rebels is only permitted in carefully constructed settings where we get repeatedly told that the establishment is monstrously evil. Ideally, we'd want something subtler and more interesting than "the establishment burnt down my village and is now spit-roasting babies".
What well-known antiheroes are there we could use for inspiration? Right now, I can think of two: Captain Nemo, at least in some incarnations. Nemo is a violent anti-imperialist who still gets portrayed in at least an ambivalent light. And of course there's V from V for Vendetta. Moreso in the original graphic novel, where he is a bona fide bomb-making crazy anarchist, than in the movie, which cleans him up a bit for general audiences.
In neither case, their motivations for the violence they wreak is immediately explained. With Nemo, we never find out in detail, whereas with V, his past is revealed gradually. So it's not necessary to put a "the establishment burn down the village" scene right at the start.
So there we have it: you could make a great game about being a cultist, and it doesn't have to be unsubtle. You can use flashbacks or other show-don't-tell moments to gradually explain how at least to the protagonist, worshipping supernatural horrors is their only remaining hope to break a pattern of oppression they see as too solid to fight against alone.
Iä! Cthulhu Fhtagn!