I don't buy that. The Mi-go are pretty conscious of everything going on on Earth, I just doubt they really care. Remember, in this setting you have Empires that are likely less powerful than the Mi-go fighting fleets of extra-universal invaders a million light-years across. The Mi-go are busy doing Xeeleeverse sh*t off in deep space, and probably consider the stuff Nyarko-chan gets up to on Earth to just not be their business.
edit: Also, going off a few things the Author has said, it seems the Mist didn't really become the thing it is now until after the Mi-go had been mucking about on Earth for a bit. Is that right
@Shujin?