I’m a firm believer in the idea that systems do matter when it comes to games. This is less true in computer games, where the machine hides the mechanisms from the players for the most part, and can handle special rules, exceptions and complex calculations without slowing down. In roleplaying games, however, system very much does matter and the best games have system and setting that works in tandem.
Call of Cthulhu’s sanity system, as well as its relatively gritty and deadly core system, work in tandem very well to produce an outcome where players are extremely careful and even may keep themselves deliberately ignorant to avoid madness. It doesn’t always work and a tommy-gun still solves a lot of problems that it, perhaps, shouldn’t, but when it does work – it’s perfect.