Coop gathered everyone to the Sherrif's station so that they would all be together again in the same world, including Dougie Jones and Casino guys. Hence his "I hope we all meet again comment". Coop will be able to meet up with Cole at some point...but has probably decided FBI isn't for him anymore. 

My theory is that TP was the dreamworld all along...that Coop and co never existed in the realworld? Coop and co were perhaps only called on to assist with the Laura case because she got killed by mistake and it corrupted their dreamworld (it became too real and sad). The story about the little girl down the lane? Suggests nothing real here...all the little tragedies taking place in TP have ruined the tranquility of that made world...bad vibes and negative energy (electricity) from the real world seeping through? Judy? Lucy cannot handle cell phones...spirits want a simple world? 

Maybe all the spirits are the dreamers? They created Twin Peaks because the real world was too ugly? And they banish Judy back into the Cage i.e. real world and Richard and Laura have to live out their days in the real world not knowing anyone in it but evil most likely gone...just mundane life awaits...no magic or wonder.