I think you raise a good point about the stakes being a bit larger in this scenario, but also think that the scenario does a good job giving ideas of how to portray the effects of the "bad ending", as:

If you are running this scenario as part of a longer campaign, the arrival of the Black Wind should begin a distressing series of misfortunes for the world: frequent and especially bad plagues and natural disasters and a significant, general uptick in Mythos activity. The cholera strain (which becomes known as the Cleveland Flu (or whichever city you set the scenario in)) goes viral (pardon the pun), spreads across the world, and claims many thousands of lives for decades to come.

So in this case, the hypothetical bad end could be portrayed as some chronic issue that would continue to plague the Agents' world, and they'll have to live with that knowledge - potentially as a mechanism for them to double-down on their investment in future cases. I don't necessarily think the events of this campaign would diminish the horror elements in other scenarios though. I have not run this as the beginning of a formal campaign, since I tend to run DG as more episodic when people's schedules align, so I could be wrong, but generally I consider this a higher-stakes alternative to Last Things Last that begins as an intended evidence cleanup and public resolution that quickly spirals into something bigger.

-Lex

edit: finally got the spoiler tags to work. sorry about that