How come all the works in the mythos have the protagonists evading the supposedly-invincible-omnipresent being for so long? Because everyone who wasn't good enough at evading him aren't there anymore to record their stories. Also explains why there's so many amateur works in the mythos that drop off really fast - they were the ones who lost.
Another explanation is that the reason he stalks them for so long, is because he thinks it is fun.