I think Ricky tries to demonstrate not only what the feeling would be when you are sad and alone from your life but also the consiosness of all the top comedians and showman (that often die from abuse of substances). The inside is that they are sad and miserable but they are great performers capable of making the world happy.
I think that the reason why the majority of the comments say that the charecters are not developed to the end, basically Ricky leaves you with hope for better future if you chose so.
I cried and laughed equally at any episode of these series, absolutely briliant.