I genuinely hate how Fallout 3, 4, 76 have made it official that there are aliens in the setting.
While it fits perhaps the 50s movies Fallout takes inspiration from, I always felt that it should have stuck to the human world and horror and weirdness created by of human science gone out of control and the impact it has on nature.
The same goes for actually putting in the supernatural and paranormal.
I could live with cryptids actually being the result of genetic engineering done by corporations in an attempt to create bioweapons.
Using the Cthulhu mythos as a source of inspiration is also not a problem, the idea of there being horrors in the Fallout world that are beyond human understanding, but in the end keep the cause something human made that got out of control and developed in unforeseen ways and not pre-human civilizations or beings from other dimensions.