There are degree's of helplessness. Delta Green P.C.s are not going to kill the Great Old One's, they're probably not going to bring down Majestic 12. They can arrest the cult that is kidnapping female students and sacrificing them or hunt down and kill the Ghoul pack that has got a taste for fresh meat. Or even, at the end of a campaign, destroy a group like Karotechia.
If they can't do ANYTHING there's no point in playing but its a integral part of the background/world that there are forces out there more powerful and monstrous than they can know