The ‘it’s all a dream/comatose hallucination/bedtime story being told’ theories for shows/stories with supernatural elements are the worst kind of theories.
Theories are supposed to expand and enrich on the meaning and world behind the story, to make it a more real and engaging experience, not reduce it down to something less real with all the magic gone from it.
Pretty interesting nature vs. nurture stuff going on here. One Dave, surrounded by loving friends, gains ample social wisdom and previously unheard of self-esteem, allowing him to tone down his cool dude facade. Another Dave, ostracized by his friends for circumstances he is unable to control, declares himself unfit for society and floats off to die in solitude.
There are two kinds of Tumblr users. Expressed in Cowboy Bebop terms, we have our Ballads for Fallen Angels and our Mushroom Sambas.