The opening isn't just a tutorial in making choices in the game. And it isn't just Henry looking back on his life up until now. He's looking back on his life and wondering how things might've turned out differently. And what's sobering is, he realizes nothing would've changed the ultimate outcome of Julia's dementia.
The ending is foreshadowed by how the game begins. You essentially have Henry making choices that affect small aspects of the game (just like his choice with the dogs, or Julia's drawing). But overall, it doesn't affect the good parts of the story (like getting married to Julia) or the bad parts (her fateful dementia). The whole prologue ends with Delilah playing a game where she and Henry guess each other's reasons for coming to the Shoshone.
The ending is the same way: You made choices, but not some significant enough to change the good things you did (stop one fire) or the bad things that outweigh them (indirectly start another). You come to a watchtower, answer a walkie-talkie, and you and Delilah solemnly decide what to do next with your lives.
By the end of the game, there's a subtle theme in the story: It's not a good idea to try to escape from your problems by isolating yourself, at least not until you've dealt with them first.
Ned Goodwin took the firewatch job as a way to get away from his shell-shocked past in Vietnam, only for it to exacerbate to the point that he abusively made his son Brian go rock-climbing with him, (accidentally) leading to the boy's death.
Henry took the firewatch job so he could escape one marital problem (his wife's growing dementia), but ends up faced with a damaged relationship with Delilah. Even she advises that the only responsible course of action is to go to Julia and be by her side like she should've from the start.
Generally, all three of them learned the hard way that isolation wasn't good for them. It made them each either so paranoid or so bored that they ended up creating drama and conspiracy theories that weren't there in the first place.
When Henry finds the psych reports in Wapiti camp, they show a rating for how easily manipulated Delilah and Henry are. On a meta level, Delilah's a 2, likely because she's an NPC with a limited script. Henry has 9, because he's almost being completely manipulated by the player!
Delilah is very flirty, proves herself to be a less-than-good influence on him throughout the game, and depending on the dialogue choices made by the player to reciprocate this, a point of emotional infidelity on the part of Henry can be reached. She then leaves him out to dry at the end by not waiting for him and likely never follows through on talking to him later or continuing any form of their relationship.. All of this is very consistent with her name's biblical significance as a woman who tempts and ultimately betrays Samson.
Why did Delilah tell Henry to go back to his tower when they confirm that someone is in the tower? Sure, it's his responsibility to look after the tower and the forest. However, how did Delilah know that the person wasn't dangerous? Henry could have been killed by that person.
She was drunk at the time, and probably wasn't thinking straight. Besides, he has a pulaski to defend himself if it came to that.
Also, it is the only habitable place for miles. If it gets destroyed, it would be equally unsafe for Henry to end up stranded in the woods, in the dark, near a spreading forest fire.
Why did Ned go to such great lengths to be kept hidden? If he hadn't been listening in on Henry and Delilah's conversations and recording them, they would have left him alone.
Probably a result of his military training, coupled with PTSD and his son's death. Those three things combined could very well result in one crazy hermit. Him recording their conversations and making those psych reports could make perfect sense to his (semi-deranged) mind.
How come neither Henry nor Delilah know about the existence of Wapiti Station? A big deal is made out of it being a "secret base" that "isn't supposed to be there", and is so secret that not even veteran lookout Delilah knows about it. But anyone who's actually been to Shoshone National Forest (or at least looked it up on The Other Wiki) knows that it's actually the park's central station and is usually the first stop visitors go to. In fact, it's the oldest station in the park and is even a National Historical Landmark. It makes absolutely no sense why neither Henry nor Delilah know about its existence and induces a rather large plothole. Unless the National Forest Service really is that lax regarding who they recruit and don't even bother telling their employees about the locations in the park?
Even if it isn't, in this universe, a station of this size should be known to Delilah as a research station. Unless she's drunk even more often than we see.
Delilah states that the fence Henry encounters isn't on her map, suggesting the site has changed very recently. Additionally, she's responsible for a LOT of operations over a very wide area and can't be more familiar with them all than what her map tells her is there.
There's an alternate line of dialog in case you don't find the fence around the station before you need to break into the station where Delilah says she found an old memo she'd missed or forgotten about informing her that the area was being fenced off for a research station. It's rarely heard since the only way you wouldn't find the fence first was if you already played the game and knew you needed to go somewhere first to get past it, or if you were being deliberately obstinate and not taking the obvious course of action.
Especially since that fence and facility is visible from her tower. She has a lot of time to kill and you would think any kind of human activity would be the first thing that catches her interest.
Henry explicitly states that the site is in a valley NOT visible from Delilah's, his, or any other firewatch tower.
While Delilah's tower was initially visible from the the area around the research station, a patch added a group of trees to make it more obviously hidden from her.
I think it's not so much Wapiti Station, but rather the research facility in the vicinity of Wapiti Meadow that was secret neither knew about.
Wapiti Ranger Station is located immediately off Route 14/16/20 (North Fork Highway) in very close proximity to Wapiti Campground, Big Game Campground and Elk Fork Campground, whereas Henry had to hike two days into the forest to get to Two Forks Tower. The location around the research camp looks nothing like Wapiti Ranger Station (something anyone who has been to Wapiti Ranger Station would know), so it seems it simply has a similar name to the main station and was named after the nearby meadow that is also called Wapiti (there are a lot of locations named Wapiti in Shoshone).
Why did Ned just lock up the cave instead of removing his son's body and burying it or something? Being a survivalist hermit, he could have easily brought the body way into the wilderness where no one would ever go, and even if he did steal the key to the cave, EVENTUALLY the forest service would probably just replace the lock...
It's probably too much emotionally for him and locking up and forgetting is his way of coping.