To me, this can be the problem with CoC. In ways, some sessions/adventures require not just suspension of disbelief, but for characters to not act like 'normal people coming to the reading of the will'. I'd guess most of us, if we were in town for a funeral and reading of the will, and the police came to us and warned us there are lunatics on the prowl, or even criminals targetting strangers, to stay in and lock the door, we would.
That scenario should lead to something like the movie 1408, being trapped inside the hotel and being unable to leave