Stange, I thought it was quite categorically about critical mental illness, the kind that, perhaps, Anders Breivik suffered. Which is, total, complete insanity. Recall, that Tyler didn't exist, for a start, he was an alter ego, but even that doesn't pass muster, this was a completely different persona. Schizoid.
It is about people working so hard for a lifestyle that lacks substance. Would you rather have all the latest products you see on television and no friends? Or would you rather be modest and be able to connect with people on a regular basis?