If anything, I'd see Nyarlathotep as the Outsider version of an archangel. He doesn't put a direct hand in things, but he keeps an eye on mortals, and is interested in how they develop. He never disguised himself in an intent to deceive, from the stories I've read. Anytime he was confronted, he either spoke or fled.
Maybe I'm misremembering, but I always saw him as being a guy that was involved, and either chose to reveal himself, or, when pressed, pretty much just vanished into thin air.
I always thought people like Erich Zann had a "line" on Nyarlathotep, much like the bearers of the SotC had on the WG, personally...