Long story short, Slender, we're pretty much in a situation where there are lots of possibilities right now. Lots of ways the story could pan out. At this point we don't know enough to say that any one of our theories or ideas are correct but it's only right of us to consider all the possibilities.
I agree that so far we have seen only circumstantial effects caused by the characters in our world - but that these effects alone are dangerous. Holmes and Poirot's presence alone may have led to the deaths of several people, Sweeny Todd is running around in Boston, and Long John Silver could start terrorising Japan any day now.
So far we haven't seen any seriously damaging consequences - but it's quite possible we will at some point n the future. The more the wall falls, the more characters break through, and the bigger the threat becomes.
What this is all about in the end is us making overarching moral choices about what we're doing and why, and whether or not it's really the right thing to do. I'm really not sure myself, personally, what the right thing to do is, but I plan on carrying on and hopefully, as more information becomes available, we'll be able to come up with ideas.