How can I deal with someone that wants to kill something that isn’t supposed to be killed?

To clarify: By something that isn’t supposed to be killed I mean things that are out of mortal’s power range. As far as I can tell this isn’t a system specific problem. I experienced the same thing with Call Of Cthulhu as well as World Of Darkness as well as D&D with a variety of people. I always seem to get a player who seems to plot to kill Cthulhu or Cain or Lady Of Pain.

I don’t want to pull the ‘Stop talking about it or I’m kicking you out’ since it is rarely done during the session time but after session I tell them no and the rest of the group tells them it is impossible as well but they start arguing about how it should be possible despite everyone telling them how their plans won’t work and I feel that after each such conversation my players feel less attached to the game.

What I wish to ask is how can I deal with this argument that seems to crop its head up no matter the system and the group without threatening people?