I think there's too many clues through out the show that point to there being some big reveal at the end. Sean has said that "He can't breathe without Dorothy" and that "Dorothy keeps him alive." There's been numerous references to death, like the eels in the first season "sometimes they don't know they're dead yet."

There are strange background noises that to me, sound like sounds that you would hear in a hospital.

The characters behave in strange ways, for no reason, except for the fact that they do these things purposefully to give the show a double meaning. Why make the characters say and do such bizarre things if there was no bigger picture?

The biggest clue that there is more going on, in my opinion, is that we (the viewer) have never left the street. In four seasons of the show, we have never left Spruce street.

The writers even said that everything is done intentionally, especially the characters dialogue. "Pass the fork" doesn't always mean "pass the fork" in Servant.