Ok.
I'll amend my statement then. If the PCs are intended to be commandos that use automatic weapons and explosives regularly to promote an extended campaign in Call of Cthulhu, I don't get the intent of any Cthulhu based RPG.
The problem with Call of Cthulhu is that, in the fiction it's based on, protagonists are generally hapless witnesses or survivors of brushes with things beyond the pale-
if they survive.
Since it's hard to sell people on a game where they play victims and their reward is to be the Final Girl in a slasher film, since most of the things you encounter are basically indestructible to normal things like punches to the head, knives, axes, or even chainsaws,
of course people are going to make like Ash Williams!
Oh sure, you can have deus ex machinas like MacGuffins or rituals in the story as the intended method of sealing away the terror from beyond time, but to do this every single time I think might get old as well.
And sure, there's magic, if you have the ability to twist your mind enough to use it (and even then, you risk turning yourself inside out or attracting the attention of an Outer Horror- pretty much the same thing, really).
When I first tried CoC, I decided that playing a character who knows about the occult world would be selling myself short on the experience, so I made a regular person. That proved to be a serious mistake as I was basically completely useless for the entire story (a star vampire was going around killing people; I saw it kill my little sister, and actually knew it existed, but I was then arrested for her murder by the cops and spent half the session trying to convince people I wasn't crazy).
And of course, it didn't help that the star vampire was largely invisible and able to no sell being hit by a truck! In the end, everyone was reduced to making difficult rolls to figure out how to seal it in a well with a ritual (I couldn't help since, again, I didn't know anything about that stuff).
Now maybe, as my GM lamented, I just don't "get" CoC. But I was kind of annoyed by the whole experience (to say nothing of the disastrous second game, where we were ensconced in a hotel, there were murderous cultists around, and the police warned us to stay indoors....so that's what we did), and I can certainly understand players wanting to do something proactive like trying to find a weapon that can kill the creature that's immune to bullets.