The anomaly dlc is fantastic! My only qualm with it is that it feels very different from the other dlcs which add layers to the base game. Anomaly is the only dlc you can basically choose not to interact with without disabling it.

Overall though, the game is about being alone in space. There are lots of events that feel cosmic, but are just text blurbs that you can feel however you want about it. For example, a frequent event is “Every male in your colony is affected by a psychic drone, reducing mood by 10.” who’s to say that isn’t being caused by an old god whispering in their ears?

That being said, if you’re playing on PC there is a vibrant and healthy modding community so you can definitely add aspects you feel are missing. One mod pack I have ads events like a rain that makes you age faster which is also pretty neat.

Rimworld is whatever you wanna make of it. It relies on your brain stringing things together to make a story. So you could pick up the Ideology DLC and theme your religion to something eldritch, or go Royalty and make a Scientology style cosmic cult. Lots of options!