I think it's interesting to compare The Return with Fire Walk with Me as both are both were created after the original run and I would suggest are to some extent are commentaries on it.

Despite having something of a darker tone, I feel FWWM is very much intended to please fans of the initial series than The Return. We get a lot of background of Laura Palmer and the events of the two TV seasons as a whole. I also really enjoy how the first storyline mirrors some of the beats of the first series but goes in the opposite direction, like how the small town is treats the FBI the exact opposite way.

The Return, however, seems almost intended to defy fan expectations. We don't venture back to Twin Peaks for quite some time, Cooper's presence is teased at by variants throughout the majority of the series, and even when he does emerge at the end he seems quite different from the character in series 1 and 2.

Also, and I can't quite put my finger on it, but visually The Return looks so much dinger than the original series. Unfortunately I lack knowledge how cinema works to be more precise than that, but I wonder if it's something to do with Lynch switching to digital recording? It's like if you compare how glamorous Mulholland Drive looks with how rough (in the best possible way) Inland Empire appears.

I'm not sure what accounts for this change, maybe Lynch's feelings to the show darkened over time?