One of my favorite of GW's stories, so I'm stoked you got to it. It always made me want to think that GW had read Wallace Stevens because there are so many fun connections between the image of Stevens as an insurance executive by day and dreamer by night. And I know that in the Afterward in _Best of..._, GW says that this is his tribute to men who work drudgery jobs, but I wonder how much of it was his experience, too, as an engineer/editor.
And I promise to have questions later, but just wanted to ask if you (or anyone else) had ever read Thomas Ligotti's "My Work is Not Yet Done." It has a very similar vibe of "find the horror in the emptiness of office life." A few stories by Michael Cisco as well. In fact, maybe it's time for an anthology: "Cubicle Horror: Workplace Uncanniness in 20th century SF."