Your theory generally seems to make sense so far. I might have to re-read with that in mind and see if things start clicking into place for me better.
Our difference in opinion is why I thought an optional lore section might be nice. You could choose to have the worldbuilding naturally introducted throughout the story, or to have more elements spelled out from the start. For me it's less about preserving the mystery and more about feeling like an outsider. The reason for (parts of) my confusion doesn't feel like the inherent mystery of the narrative, it feels like missing context that I'd have if I were a native of their world. It'd be like me traveling to another country without doing any research on its history or culture, then being shocked that I'm confused upon arrival. I just wish I could do more research before I "travel" to this world next so I don't feel so uncultured.
I still concede that I may just be dense lol. In many fantasy stories that I've read, the point-of-view characters are either young, new to the area/world, or both, so characters have an in-universe excuse to infodump massive amounts of information. Because Thatcher is already well-established in his world and has lived several decades, his inner monologue is not very illuminating; many of the concepts that may be new to the reader are commonplace things that aren't even worth a second thought to Thatcher anymore. If there were lengthy periods of exposition within his own thoughts, it would feel untrue to his character and would obviously be there just for the audience's benefit. Anamnesis is employing a more mature method of storytelling that I'm not really used to. Not a writing flaw, just something I need to either learn to adjust to, or simply accept that things will go over my head as I'm reading and power through until it makes sense again.