Are you sure you read the article? You say the cosmic horror is due to instinctive "monkey fears." But is that supposed to differ much from my explanation, which is that the horror is due to the conscious self's dividing up of the world into home and beyond?

My main point is that the fear is based on us and how we think in egoistic, tribal terms, so that we'd take the fear with us wherever we go, whereas the assumption might be that distant places or times are inherently terrifying. And if distant places and times are terrifying, local ones must be too since they're naturally connected.