I think Anderson is nudging us towards asking if the real power of stories is not about understanding, but connecting. Asteroid City gives us so many moments of connection: Midge and Augie, drawn to the deep sadness they recognise in each other; Woodrow and Dinah, each sparked by the intelligent curiosity of the other; Dr Hickenlooper, thrilled to be included in the kids’ scientific explorations; and of course, the Alien making its own enigmatic connection with the people in Asteroid City. Taking this theme to a deeper level, in the acting class we see being led by the Lee Strasberg-esque Saltzburg Keitel (a brief but beautiful performance by Willem Dafoe) the repeated mantra of the actors is “You can’t wake up if you don’t fall asleep”. Is this another way of saying that a key to creative connection is letting go of understanding - that to make a connection through creative work, you need to, in some respects, switch off your brain and embrace the unknown?
This ties in with a theme that runs through the film, which comes up repeatedly through different scenes and characters, that creative artistic works can give us ways to understand or verbalise feelings and experiences we would otherwise not know how to dig out of ourselves. This hits home most powerfully when Augie helps Midge rehearse a scene, and we realise that the dialogue Augie is reading is speaking to an emotion he had previously been unable to uncover deep in himself.