(This was in the patrons-only podcast feed, but since it's a Wolfe story, I thought I'd post my comments on the episode here. If you're not a patron, sign up & give it a listen!)
I think that Glenn & Brandon catch the basic landscape of this story quite well (as does Marc Aramini, in the write-up you reference): it's a story about environmentalism and the alienation from nature, about obsession replacing a life, about an accidental trip to fairy (I agree with Aramini about that). I agree with you about the twin meanings of Thanksgiving for the story: first, as a nod to the Native American connection, and as a nod towards Richard's lack of attention to what he should be thankful for. Yet while maybe I just liked the story more than any of you three (Glenn, Brandon, Marc) did, I feel like there is more to be gotten from the details of this story than I've yet seen. So let me write it down.
• This is a story about marking. (It almost could be a reaction to work like Seeing Like a State, except that the story predates the book by more than a quarter century (he said accurately but not precisely.)) The protagonist's name is Marquer, that is, "marker", one who makes marks. He is contrasted with his wife, who quotes to him his remarks about odometers (a tool for measuring distance), and their unrelaibility, and about taxes (which brings in a ring of American history, given "taxation without representation": the taxes are raised, in this case, by "they"). The story is filled with numbers and dates. It is about the attempt to make the country, the landscape, nature, legible. But it fails. He doesn't see what's there. He is swallowed by it.
• Early in the story his wife, Betty, mocks the idea that the land is "out there... with deer on it, and bears". Richard then goes and checks with... deer and bears. The deer, of course, is in a zoo; when one escapes, it is killed. He is wrong that the deer knows where the land is, or how to stay there. And then he checks with a bear, spelled "bare", and it's a native American woman, but the pun is not only obvious, but dual: she is making a pun in using bare for bear in her stage name, while Wolfe is making a pun using bare for bear in Richard's quest.
• The Wizard of Oz reference is not just about the longing for technicolor: it's about an unknown land, one reachable only by magic — a land "over the rainbow", a song that Wolfe mentions by name.
• "Princess Running Bare" is explicitly Canadian: she's born in a Montreal slum, she's "half French Canadian, half Cree" (there are some Cree in the U.S., but the large majority of them live in Canada). What are we to make of that? Well, Thanksgiving is an American holiday; unlike, say, Christmas or New Year's, it won't be recognized in Canada. (Yes, of course, they have their own; not when ours is.) Which is to say, she is made as foreign to America as you can get on this continent: half French, half Native American, from Canada. She is the wrong person to ask about the missing land, as wrong as a deer in a pen, that if released would be killed on the highway.
• The alcoholism reference might be intended as a reference to a genuine harm that the Europeans did to Native Americans — that is, not a reference to the unfair stereotype, but taken straight, and seen as one of the many crimes that colonizing the land involved.
• At the end, Richard wants to go East — that is, back to where the (white, European-descended) Americans came from. He is trying to avoid having to go west seventeen miles.
• When does the story take place? It starts, we're told explicitly, in August (a few years after 1968 — in 1976, perhaps?). The action seems to take several months or so. Could it be that the final scene of the story takes place on Thanksgiving?
• Towards the end, Richard finds the three million square miles ("Here" he says to himself): between the highways, the remnants of nature (moles, a hawk, nothing so big as a deer or bear), a hubcap from a car (that got into an accident — perhaps by hitting an animal?).
• "mosquito larvae": a reminder of diseases the early colonists (not, admittedly, those in Massachusetts, rather Virginia) died of, such as malaria? I think the implication here is not irritation in the way bugs are irritating, but actual menace (a fact highlighted by the fact that it's larvae: it's not that they're biting him, but the implication of what is to come).
• Of neither Glenn/Brandon nor Marc seem to interpret the ending this way, I think it's implied that Richard is hit by a car (just like that deer!)
This is a story, I think, about our inability to comprehend or conquer the land. The solution here is not for Richard to go happily west and backpack in the Rockies. The force of nature, of the unknown, of the missing land we have failed to tame is more powerful than that. This is about how we are just on the surface, trying to come to grips with the land with our numbers and our cars, but how it waits, waiting for its revenge. Richard finds it, and flees, right into traffic. There is no freedom. We are trapped on the roads we have built, waiting to be mowed down the cars we usually live within.
As I said, I don't think this really differs from Glenn & Brandon's interpretation, nor from Marc Aramini's. But I think the symbolism is a lot richer & more coherent than you gave it credit for. And I think it deals powerfully with some powerful themes. It's not just a story of questions: it's a story about the tenuousness of our hold on the land, and the horror should we look and see what remains.