I suspect most feel that way when they start messing around with them...but Harry's comment about what happens when a mind touches the Outsider presence and how it sends people mad feels like exposition to the audience. In which case, any person who does have contact with the Outsiders who isn't protected eventually ends up corrupted. And yes, quite a few probably do get killed.
Indeed, why is it that the Cornerhounds take victims back to their own domain? I'd say almost no one knows what happens there (probably as the survivor rate is next to nothing, if not nil). I wonder even if Angels and such multi-verse beings know? I suspect only beings that have actually been Outside etc would really know...because Outside appears to be "outside" the multiverse.
In fact, I suspect that is the limit of Angels, beings with Intellectus etc. Just like Demonreach, they only can "know" what is in their domain. I suspect only humans and perhaps some Outsiders have the ability to learn things outside of their reality. Perhaps they sort of bring their own reality with them. It's a curious problem.