I've never been a fan of those old '70s and '80s TV episodes where the heroes debunked a supernatural hoax but then there was a final gag that hinted "maybe it's real after all, woooo." MacGyver did it a lot in episodes where he debunked Bigfoot, UFOs, and the like. I prefer solid, unambiguous debunkings. If the writers want to say that something isn't real, they should take a stand and say it isn't real, not hedge for fear of offending anyone.
Of course, what you're describing isn't quite the same thing, but it reminded me of that, and I've had that rant simmering in my brain for decades.
I doubt if the intent is to avoid offending anyone, so much as to add a spooky little frisson at the end . . . just for fun.
I don't think anyone watches McCloud
to get their worldview validated. It's just fun to pretend that, ooh, maybe there really was something fantastic going on after all. It's just a cute way to work some sf/fantasy content into a mainstream show without going off the deep end . . . .