Are we forgetting how Kevin literally came back to life after his hotel adventures, last season? Or how he briefly managed to communicate with his father?
Or are we chalking that up to "hey, he just got better (twice)" and "wow, what a coincidence"?
It's not like the show manages to be ambiguous. It's just fucking vague. It kinda commits to the supernatural, but then kinda walks that back, maybe?
"Oh, Kevin's father heard about Dog Man from those voices! -> Dog Man was just crazy... -> Dog Man is in the purgatory! -> The purgatory could just be a dream?"