Time Bandits/WMG

The Gainax Ending is a metaphor for adolescence and young adulthood.

You separate from your parents to strike out on your own, as Kevin did through the whole movie, but eventually your parents die (generally of old age, but sometimes as a Diabolus Ex Machina) and you are no longer able to return to them for support and must strike out on your own, through adulthood. At around the same stage of life, you learn that authority is (sometimes incredibly) fallible. Your previous parental figures may still be around, but they (and even your real, possibly still-living parents) can only provide a modicum of support as you attempt to continue on through life without a higher-ranking generation to protect you, hold you back, support you, and all the other things parents do for children.

The Supreme Being does this sort of thing from time to time because he can.

"I think it has something to do with free will" doesn't mean our free will, he means his free will.

The fireman at the end was Agamemnon.

Agamemnon found the time hole the Bandits used at a later date, and came forward in time. He survived the sinking of the Titanic and later time-jumped until finding himself in modern day England and found work as a fireman. However, time holes are temporary, and the whole point of the map is that it's impossible to find time holes without it.

Agamemnon adopts Kevin.

It was no coincidence that he just happended to arrive right when Kevin's house got burned down and when his parents got blown up.