Mr. C was still searching for Judy, and for that matter so was the 'good' Agent Cooper with Diane(the 430, etc.).  Mr. C was caged in the theater, but his fire was still burning in the red room; which is not necessarily a bad thing, but a good thing for Agent Cooper, notice how when Mr. C is caged in the theater, it shows something like a factory with many electricity 'bells', Agent Cooper's new source of negativity/electricity/energy, caging Mr. C, but using the energy of Judy/negativity.  Agent Cooper's problems that drove him mad came back around, Mr. C's fire is still burning, and forced Agent Cooper to deal with the problems, even after he had 'fixed' everything factually in the world(got rid of Laura's murder, 'revitalized' Diane, etc.), he could still not escape dreams, the same dreams that were smashed against the nasty reality of Twin Peaks and life in general, not fit for the dreams it promises to fulfill.  Thus when Agent Cooper returns to dreams, trying to go to 430, etc., with Diane after fixing everything factually, he ends up back in the same problem and has to deal with the situation somewhat like Mr. C would, although Mr. C is caged now, so he is not an automatic force running around on his own, but negativity towards life not fit for dreams, in a struggle with life for his dreams of justice/community etc., thus the need to bring Laura back to the problems, even though everything was merely 'factually fixed', which leads to convenience motel and Odessa, Texas, hiding from the true impact of the problem, the dreams, and accepting the life as 'how it is', thus we need a return to dreams and their problems, at Laura's house, where it was all killed, no factual fixing, adapting or appropriating this or that in life is going to fix that. 

Originally Mr. C thought that Judy was some kind of factual entity which he could trap, find, control, possess, etc..., which is why he got so nervous when he met Jeffries in the motel, since all there factually is here is the slow decay and violence of the convenience motel, there is nothing in life now fit for those dreams, since they were destroyed and people just go along with the destruction, 'sleepwalking' for 25 years, thus to have 'good' Cooper factually fix all the problems and play hero as if he was a zombie from 1989 would be like making the Twin Peaks universe to have never existed, the dreams and problems to disappear, pretend everything is great, and slow decay into convenience motel, appropriating factually the power of the lodges, fixing factually, but dreams still suffer, cannot forget the brutal injustice of it all, and the disgust with life. There is no way to 'factually fix' what happened to Twin Peaks, Laura, and Agent Cooper, these problems are there and are still going to be central, regardless of the factual spin which tries to 'gloss them over'.  But we see that Judy is something like the negativity in the reaction to life not fit for dreams, thus we see Agent Cooper in Judy's diner where it is just the same 'truck driver' life on repeat, everywhere, which takes no notice of the dreams or struggles.  Agent Cooper now must appropriate the negativity towards this life and head back to the problems with Laura, who was also suffering by being 'factually fixed', in a life without dreams, Odessa Texas.  Thus the story is just beginning now, once Agent Cooper is properly returned to the problems, hopes of salvation gone, stuck back where it started, right in the middle of the deaf and dumb nature, the sleepwalking filth of mere facts/life which pretends nothing of Twin Peaks or its tragedies existed, has 'smoothed them over', much like Mr. C and 'good' Agent Cooper were trying to do, by simply reversing things, or taking 'Judy', etc.  Mr. C wanted not to be trapped in the lodges, but to somehow appropriate them factually, same as good Agent Cooper.....not going to work, because they exist in void/dreams, thus are a negativity in the world/life not fit for it, they are 'nothing' factually and cannot be taken simply as property, and no factual fixing is going to get rid of them....