I think mostly an easter egg. You don’t want to over-egg the pudding – ASOIAF is about ice (White Walkers) and fire (dragons). Throwing in Deep Ones and Cthulhu, to say nothing of people’s speculation about a Grey Plague bringing about a zombie apocalypse on top of everything else, just muddles the story and reduces the impact of the main event.
For Aeron specifically, the reason why I don’t think he’ll cause Cthulhu to rise from the depths is that **Aeron is a false prophet**. He’s not a charlatan, he completely believes in his own connection to the divinity, but he’s not actually in communion with the Drowned God. We know what being a true prophet of the Drowned God looks like – it’s Patchface, and it’s terrifying divine madness and Cassandraic prophecies that no one understands.