******SPOILERS*******
Ending E: get the shotgun, kill the twins, kill the mother, kill Greta. Go to the second floor, to the stairs near the family pictures. It should take you to Mr. Bob's room
Ending F: get the shotgun, kill the family, but also have the ball and the holy candle in your inventory, and watch the videotape in the studio room (one of the rooms in the hallway where you were captured by the mother). Then go to Mr. Bob's room
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When you watch the video tape, little Alesa says: "I want a new family, I want a new house". Mr. Bob was the one who recorded that video and wanted to grant Alesa her wish: a new house/family for Alesa.
I would say he's a demonic entity with limited reality warping powers who is obssesed with Alesa. His ultimate goal seems to be to turn Alesa into an amorphous blob and be with her forever...or at least until he gets bored of her and looks for another victim.
The inside of the house is actually in a different plane, that's why the police can't find anything.
I'm not sure myself though. And Mr. Bob might return in some of my next projects, who knows...
