>> Well, to quote the description of Late R'lyeh...
Well, I think there should be a chance that things go wrong and the horror has a 'bad day'. Using the void gate is risky too, but getting a super monster like a Vastness is really worth the risk. Summoning a greater horror from wish should therefore bear a risk too.
Sometimes the horrors appear and obey you, for a time. Then they disappear. Some of the horrors don't want to move away from the province you summoned them in, but stay in place causing madness in any troops and mages you happen to have around there.