Before I start getting to my theory, I just wanna say that the story on the first screen when you click menu then don't wait have letters highlighted which spell out: "set the clock". Honestly I really thought he was gonna highlight letters that spell out "I can see you" but I guess not. Plus the story seems to be about the Outer Man and maybe everything was revolved around him and not Jake as Melissa as we thought, but then again I doubt it since this "Outer Man" guy is just a character that has been introduced recently in the DPTG series (well, to me anyway). But I put my explanation as to why he is also an important character in all this below.
So... what do I think about SIGH and what are my findings?
Well, I don't even have a clue when it comes to Majora's Mask appearing on your screen and a distorted voice telling you things and counting numbers. I don't even have the FAINTIST thought what that screen means but once his little speech is done, the mask just goes into "Hulk...SMASH!" mode and then takes you to another story (but not after jumpscaring you, yup this is the first time UD includes a jumpscare in his games. And yes: it's loud.). But seeing how it's not "as" cryptic as the one we first read when playing this "game". I have a couple of ideas
I think the story at the end of SIGH has multiple meanings:
first, it could be the Outer Man's story. He's blaming himself because he only wanted to save the one thing he had left: his daughter. He did everything he could... but in the end it wasn't enough. She goes missing (or is persumably dead?)
The other meaning is that the other part of the story may be addressing the player: "the message has been recieved, the answer has been sent". That could mean we have been contacting UD for answers, and in his own way he always was giving us the answers and we just didn't "look inside" enough. And, saying we did everything we could obviously means we have been deciphering every code, reversing every sound and opening up these games and looking inside them and basically seeing what's behind the EXE's. And, just like how the outer man loses everything he wanted even though he did everything he could, we are told that we have been doing every thing WRONG. That's just a kick to the balls, man! For 3 years we've been trying to find every slither of hidden text in these games (or "things") and after losing our sanity with every game that we have anticipated to decode EVERY FREAKING VOICE IN THIS GAME, (and believe me I was literally questioning my sanity while wondering whose voice is this and why this other voice is the same voice in blah blah and stuff but anyway back to the point.) and going so far as to look OUTSIDE the game to find some clues and answers. And the UD tells us we're WRONG!?
That's like saying, "oh hey, also forgot to mention this to ya but, remember that one time when I told you I could benchpress 60 pounds and I saw you did? Yeah well that was a lie. Honestly I don't even go to the gym. Oppsie but oh well have a nice day!"... Yes this is literally feels like. But... let's stop for a moment: what if we HAVE been doing things the wrong way? Maybe these games were never supposed to be played. Because by opening one of these games you pretty much altered the timeline. What if the timeline was unaltered until you started trying to decode every word in the games? Maybe if we never had opened DPTG or En Wye or SOMETHINGISGONNAHAPPEN then... well, what if the Outer Man was able to set everything right, and we screwed it up because of that one action (oh yeah and I'm not even going to begin explaining why I think UD has set up the Outer Man to make us think he may be UD. That's for another theory.) Anyway that's just a theory.
As for the ending of the story, it could just well mean that the UD isn't finished: they're going to continue to make games and post updates on Twitter and create some sweet dubstep. But that answer doesn't really seem all that satisfying does it? No... what I'm thinking this is referring to (and again, this could be far-fetched) is none other than: the box. The box we actually never really get to see what's inside. You know, the same box that the house turns into when you read about it in Room No167. And we've all been speculating that the Old Lady is in. Oh and let's not forget to mention it's the same box that only appears in about... what, a few games? And then never actually comes back in the future games? (Unless you thought that the game''s icon [ ] was representing the box- but gosh dang it that's for another disscussion!) So... why do I think it's talking about about the box, well when you leave the game alone after a while once you set the time to 23:59, the clock turns over to 00:00 and the screen goes black and you'll notice little glimpses of white dots appear on the screen and a letter appearing: an a. So if you just wait (literally just wait like 10 minutes or maybe even more), two words appear on the screen: DO. NOT. Well that wouldn't really mean anything right? I mean just by thinking about it, it just seems like a warning (which it very well is). Except when you consider the fact that on The Painful Box's description, it also has the same words: "Please... DON'T open it." To me, it seems that this is clearly referring to the box. (Oh and to UD if reading this, then I just have one question: why is there suddenly the Majora's mask in the series? Seriously, I just want to know how you've thought about that.) A~nyways, whatever they do next this means that THEY'RE. NOT. FINISHED. They still have somewhere deeply integrated in their amazing conscience of their's the final piece of the puzzle... yet waiting to be released, and have the DPTG series finally reach a conclusion...
Anyway, hope this helps, now begin your a journey to insanity as you try to find plausible answers to the whole thing :)