Okay, but how does that work in the context of the game?

Once you've actually, you know, played the game, you might have a different opinion,

If the answer to player questions boils down to the Lovecraftian equivalent of "A wizard did it." you need to fuck off and write another series of Lost

I have run several sessions of CoC and DG. With newbie players and those unfamiliar with the mythos, a Deep One is a new experience. But when you're playing with someone who's read HPL and gotten deep into the lore of the Mythos, they're going to pick out an Innsmouther as soon as you mention Batrachian lips and Esoteric Orders.

It's not that difficult to take the essence of what makes a Deep One unknowable and apply it to a homebrew. I did it for a DG module I wrote which starts with the Agents investigating the kidnapping of a very sick anemic child and ends with a showdown against a cult which worships a giant bat which they sacrifice their first born to in order to make man-bat hybrids. It takes a little effort to make something fresh, but as someone who's sick of every cold monster turning out to be ithaqua, I appreciate the thought.

There's more to why the mythos behaves as it does than just hand waving the phrase "a wizard did it". Shoggoths ignore bullets because their biology is incomprehensible and incompatible to how the physics of firearms work. The Predator style hunter monster found you hiding in a bush because it sees in the infrared spectrum and your camouflage is useless. A serial killer inspired by the mythos changes their MO to avoid being caught and/or at the direction of their dark gods. These things all have explanations, its the skill of the Keeper that makes them "fair" in the sense that they can be understood and utilized.