I'm a big horror guy myself, and I get where you're coming from here. Especially with regards to supernatural horror. The most terrifying and wondrous thing about it is that the supernatural exists! Take Hellraiser, for example. There's this little box that opens a portal to Hell. Actual Hell, with demons and fire and eternal suffering, the whole nine. But if that Hell exists, then surely Heaven must be there too, somewhere.
That's what I liked about Russell Newquist's War Demons. There's a demon, but God is also very real, and He wants to help. It has horrible things, but also the superversive element that lets the reader and the main characters know they're not alone in their fight. The ability to defeat evil is central to the idea, I think.
That's why The Beyond (the Fulci film) made zero sense. There was no fighting back whatsoever, not even the Lovecraft protagonist method of retreating into madness and ignorance. You just lose, game over before it began. It's a great movie, I love it, but that's one of its major flaws, in my opinion.