From a May 2017 Interview w/ IndieWire:

There are so many theories online about the meaning of “Twin Peaks,”and your work in general. Do you pay any attention to those theories, and do they have any significance for you?

Lynch: No, but the thing is I love is the fact that people are thinking, and I say everybody’s conclusion they come up with is valid. We’re all like detectives. We want to figure things out. Life, you know, we want to figure out life, and we want to figure out what’s going on, so it’s beautiful. It’s beautiful that people are thinking.

It's beautiful people are thinking!