It is because the cosmos is meaningless that we must secure our individual illusions of values, direction, and interest by upholding the artificial streams which give us such worlds of salutary illusion. That is—since nothing means anything in itself, we must preserve the proximate and arbitrary background which makes things around us seem as if they did mean something. In other words, we are either Englishmen or nothing whatever.
Letter to James F. Morton (6 November 1930), in Selected Letters III, 1929-1931 edited by August Derleth and Donald Wandrei, p. 208 - Non-Fiction - to James Ferdinand Morton, Jr.