There are various statues of Cthulhu, as well as other "Old Ones" however AFAIK they are depictions made by other lesser beings. When invariably humans encounter these old ones or Cthulhu himself, they are so alien or horrific in appearance that they cause complete and utter terror and madness. With that said, the main point of the article IMO seems to be that games are kind of crap at depicting this, since it's kind of standard fare in games that you basically "win" the game at the end. You can't win against Cthulhu
Maybe if they let you play as Cthulhu, that would work better