I was just thinking about this game a few days before the bump.
Imho - ultimately, I think reading too far into it is missing the point. Hank and Delilah were both troubled people who escaped to the woods, and the further escape was latching on to elaborate conspiracies for things that were ultimately mundane. Ned accidentally led to his son's death. Hank and Delilah were engaging in an escapist fantasy, albeit a dark one, when it was really people being ordinary people.
The logs Dave and Ron left seal the deal for me. The story is about Hank and Delilah escaping the woods (their own minds) and returning to face harsh reality like a wife losing her mind to Alzheimer's, while others stayed and were consumed by them.
I went back and forth on if I was disappointed by the ending, if they had simply never made a full model for Delilah and it was the lazy choice, but the game stayed in my heart, so that says something.