But it's going to be a very generalized kind of shade, I swear! Because, as I said, in my heart, I truly like these games.
That said... [OK, here it comes.]
I feel there is a baseline, conceptual pitfall with Mythos RPGs: to have an ideal play experience, everyone involved should be fairly well-versed in Mythos lore, or at least familiar with lots of the Lovecraftian horror tropes. Not having these conditions present can possibly set a limit on player enjoyment under best conditions, and can potentially frustrate players and derail fun under worst conditions.