Yeah, that struck me too. I put it down to factors-
i- The internet has done wonders for HPL's profile . Cthulu, say, is steadily catching up with Dracula and Frankenstein(s monster) in terms of cultural recognition (ie- far more people are now aware of Cthulu than have read the canon).
ii- There's always room to take bizarre risks in British sketch shows (If one listens to the laughter track of Monty Python, for instance, at least one in five sketches results in mere baffled chuckles from the 70's audience).
If the frankly terrifying characters of Papa Lazarou and Edward & Tubbs from The League of Gentlemen weren't Lovecraftian, they were at least redolent of M.R. James, Machen and Hammer Horror. I guess these new guys took it one step further.