Yeah unspeakable horrorterrors is pretty much the gist of what the Great Ones are. Eileen doesn't really worship them in any real sense, but they're a big thing in Yharnam. So big, in fact, that they're literally just <a http://i.imgur.com/QRHSt9T.jpg> crawling all over the buildings. </a> The thing is that only people with a certain amount of "insight" into the eldritch world can see them - so while Eileen is aware of their existence, the vast majority of the population are not.

No, not even then. Didn't anyone ever tell you to respect your elders' wishes?