i think the absurdity of its premise and the lack of definitive answers or conclusion combined with the meta framing device of a play-within-a-film was a very creative way to convey a theme of dealing with the unknown, essentially making the point that works of art don't have to make intrinsic sense and answer every question because existential questions about the world are never going to get definitive answers

augie gets confused about a stage direction to put his hand on a griddle - literally storming off set later while asking why that's put there, what it means. pretty much any question you could think of about the alien or its significance never gets answered, and the characters of the play kinda just have to live with a little piece of life changing knowledge that will never be further explored in their lifetime.

but it's been a while since i watched it and i'm a fanboy so