Fritz Lang claimed credit for the Framing Story, and was originally supposed to direct the film. From his perspective, the ending was merely an attempt to ground the nightmarish setting in some believable reality and the ending wasn't dictated by censorship or meddling. The interpretation that the end foreshadows later events or subservience to authority comes from sociologist Siegried Kracauer who Lang, himself an anti-Nazi exile, mocked for his one-note misreading of Weimar-era films.
Viral Marketing: One of the earliest examples, with posters reading "Du mußt Caligari werden!" ("You must be Caligari!"), with no explanation of who Caligari was or why the reader must become him, plastered all over German cities in the lead-up to the film's release.