Being "puzzling to unpack" is the point. His works often try to put the audience into a state of awe, confusion, wonder or other emotional/unconscious mind experiences... which is only possible if he can first subvert your rational conscious minds attempts to pack it into a simple, logical explanation or story. With Lynch, just when you think it's about to make sense, he will take an abrupt turn and completely derail that.

Most shows seem to gradually reveal the underlying story/truth as they progress. Twin Peaks is the total opposite of that- it starts out kind-of straightforward, and gets progressively harder to make sense of the more you watch. The owls are not what they seem.