Hmmm,
I'd never thought any more about that opening sequence; I just watched it on YouTube and your theory makes sense. I was reading it as a common-and-garden shooter where obviously things were falling apart, but your support squad was real...and for that then to veer into the whole imaginary thing later on made no sense at all.
Very good, worth thinking about.
If you ever see the book, The Third Policeman by Flann O'Brien, pick it up too. It's a comedy with similar themes, and may be totally alien to you as it's set in Ireland in the 50's but it's a very influential book in this vein. Got namechecked in Lost and everything 
Now how do I change the text colour here...