There are two relevant passages that signal what I mean when I used the word profound. The first is about Lovecraft.

The universe of modern science engendered a profounder horror in Lovecraft’s writings than that stemming from its tremendous distances and its highly probably alien and powerful non-human inhabitants. For the chief reason that man fears the universe revealed by materialistic science is that it is a purposeless, soulless place. To quote Lovecraft’s “The Silver Key”, man can hardly bear the realization that “the blind cosmos grinds aimlessly on from nothing to something and from something back to nothing again, neither heeding nor knowing the wishes or existence of the minds that flicker for a second now and then in the darkness.”

Fritz Leiber, “A Literary Copernicus”, 1949

The second is by weird lit author Thomas Ligotti. I think it describes a certain kind of sensation I get from his stories.

In the literature of supernatural horror, a familiar storyline is that of a character who encounters a paradox in the flesh, so to speak, and must face down or collapse in horror before this ontological perversion —something which should not be, and yet is. Most fabled as specimens of a living paradox are the "undead," those walking cadavers greedy for an eternal presence on earth. But whether their existence should go on unendingly or be cut short by a stake in the heart is not germane to the matter at hand. What is exceedingly material resides in the supernatural horror that such beings could exist in their impossible way for an instant. Other examples of paradox and supernatural horror congealing together are inanimate things guilty of infractions against their nature. Perhaps the most outstanding instance of this phenomenon is a puppet that breaks free of its strings and becomes self-mobilized.

[…]

Whether or not there really are manifestations of the supernatural, they are horrifying to us in concept, since we think ourselves to be living in a natural world, which may be a festival of massacres but only in a physical rather than a metaphysical purport. This is why we routinely equate the supernatural with horror. And a puppet possessed of life would exemplify just such a horror, because it would negate all conceptions of a natural physicalism and affirm a metaphysics of chaos and nightmare. It would still be a puppet, but it would be a puppet with a mind and a will, a human puppet—a paradox more disruptive of sanity than the undead. But that is not how they would see it. Human puppets could not conceive of themselves as being puppets at all, not when they are fixed with a consciousness that excites in them the unshakable sense of being singled out from all other objects in creation. Once you begin to feel you are making a go of it on your own—that you are making moves and thinking thoughts which seem to have originated within you—it is not possible for you to believe you are anything but your own master.

Thomas Ligotti, “The Conspiracy Against the Human Race”, 2010

I think these passages illustrate the rich philosophical subtext that is found in the said authors' work. I'm looking for other cosmic horror or weird lit stories that evoke a sense of profoundness or philosophical deepness.