It's only happened like this the once. The King in Yellow is probably the most powerful being we've come across, only possibly excepting the Arcana themselves.

And it's always a struggle, figuring out how much to tell newcomers - most are freaked out enough as it is. There are things they should know, but not everyone takes well to being overloaded with it all right away. And since everyone reacts differently... well, I know never to start with Moebius, but other than that, I take it on a case by case basis.

A cult, or any sign of eldritch power or magic, yes.