Very interesting, Tony.
Your thesis and evidence supports a notion that I've long had that, on some level, Welles was always trying to emulate his mentor, "Skipper" Hill. Whenever he had a chance as a story teller to be a teacher, he used a dramatic project, sharing it with a larger audience, as an opportunity to introduce talent or an idea, impart information, draw a moral, give an alarm, come to a conclusion, and/or bring people together.
We can see the subjects of that ambition in the following activities he undertook:
I believe that in most of his stage productions, he reserved space to comment on the meaning of the drama, either before, during or after the performance.
In Radio, he obviously relishes his introductory remarks and concluding meditations or conversations.
The Newsreel in CITIZEN KANE may be seen as Welles providing historical context to Charles Foster Kane's life, illustrating the history of the Robber Barons that Kane represented.
Welles' essay on the civilized pace of 19th Century American midwestern life, which begins THE MAGNIFICENT AMBERSONS is often pointed to as the one of the few sections that appears to have survived intact, one of the remnants of genius in the work. I believe that if Welles had come back for post-production, he would have provided a similar narration at midpoint to suggest how industrialization modified the pretensions to a landed aristocracy which people like the Ambersons might have had.
Later, Welles would tell Bogdanovich that the relationships of nationalities and ideas cut from JOURNEY INTO FEAR were what gave the film any distinction.
The slashed background transition of Nazi fascism from devastated Europe by way of the ratlines to South America, and then to bucolic New England in the United States, was Welles' great regret about THE STRANGER.
Michael O'Hara gives Welles a mouthpiece to reflect upon greed and the perfidy of women (the latter, not his most enduring wisdom) in LADY FROM SHANGHAI. His rolling Irish rendition of the anecdote of the sharks is one of the two best things left in the film.
Welles as Gregori Arkadin takes time to declaim illustrative parables on the nature and effects of totalitarism and the fascist mind in MR. ARKADIN. Arkadin and Zouk are one step down, in their melodramatic way, from a Post-War counterpart of Chaplin's Adenoid Hynkel and the Jewish Barber in THE GREAT DICTATOR.
Welles as the Advocate Hastler comments on the "legal" means by which the State processes the ordinary man in the Post-War World.
And that brings us to his "essay" intentions for DON QUIJOTE, F FOR FAKE, and THE OTHER SIDE OF THE WIND, which your quotations from Welles illustrate.
[Where THE DEEP might have fit in to my thesis, I can't say.]
I'm not sure that Welles going toward the didactic was going toward Art, but our observations certainly fit his intellectual drives.