The way I think of "understanding," there isn't anything beyond understanding. To understand something is to have a mental model of it. The more you understand something, the more complex and the more accurate that model is. The model is inaccurate, unless you're modeling something perfectly abstract; however, that just means that Yozis are more prone than cats to surprising deviations from the model. If they were truly incomprehensible, then it would be impossible to model them, and impossible to model anything they interacted with, and, a la' Lovecraft, the instant one met a Yozi or recognized too much about its works, one would become irrecoverably mad.
I think the best translation of Neph's points into my model is "to understand the Yozis, one needs a working model for how endless seas of consciousness and alien minds forged raw from chaos translate into observable behavior patterns, and for how a thing beyond our rationality can function in a superior yet irrational fashion while minimizing the Amber-style Storyteller cheating. And that's possibly a harder thing than you need to do to have a good game."
'Cause it is, see, relatively hard. One of the ways that I do this is to break the Yozis into components, because the complex thing that Storytellers have the most experience with mental models for is the behavior of "groups of people led by a guiding vision in an environment."