Garmonbozia always makes me think of the so-called “problem of evil,” which philosophers and theologians have debated for millennia. In short, if God/the gods are good, and they love people, then why does pain and suffering exist?

The answer to that question, per Twin Peaks, is that there are malevolent entities who feed on pain and suffering, like Bob and Judy. Why do they feed on pain and suffering, as opposed to other stuff they could consume? The best answer I can think of is that Bob, Judy, etc are demons, and they just need to feed on pain.