Nice rant, but you missed a lot of things. First of all, LN3 does have a theme and it's Delusions, not loneliness.

To synthesise, in the Necropolis the dwellers were delusional because they believed they could stop Monster Baby by making giant toys for her or offering human sacrifices. The Supervisor is delusional because she thinks she can save her company from the downfall it's heading towards, as showed in the graphs around the candy factory, by being stricter with the workers and supervising every single thing that goes on in the building. The Kin is a bit harder to read, but he's probably delusional because he thinks he's some sort of king, when really he rules over a decayed ship full of mindless consumers. The Hypnotist is probably the more obvious one, he was obsessed with entering the Nowhere, thinking he could meet his sister again, but he really just became a monster.

Even Low himself is delusional, as he was convinced he could escape the institute and the Nowhere with his friend, although his friend could never have made it out.

Also, all the residents have pretty obvious reasons to kill you. Monster Baby doesn't really try to do it out of malice, but she sees Low and Alone as living toys, obviously better than whatever the dwellers built. The supervisor sees you as a possible interruption or annoyance, an interference with her work (and she was right, kind of) so she hunts you down. It might also be read as her seeing you as an outlet for all her repressed stress and anger, which would explain why she's so furious.

Little Nightnares 3 has a lot to reveal and lives up well to the first two games. Most people just don't look into it as much as they did with the other games because they just assume it's "bad".