The Umbrella Academy: What Does The Ending Really Mean?
5. Did Reginald Create The Children?
The flashback that opens the episode is one of the strangest parts of the entire season, because it comes from out of nowhere and is given zero explanation. We see Reginald Hargreeves seemingly on an alien planet, which surely means he's an alien like the comics, and various rockets taking off before Hargeeves himself releases a number of lights into the sky.
There are so many them, in fact, that it begs the question of whether what we were witnessing here was the origin of the superpowered children. It's difficult to get an exact count, but it does look like there'd be enough, and there likely needs to be some explanation for what happens as the series goes on.
This would then explain why Hargeeves, after making his way through time (we see him in 1928) is then so adamant to adopt as many of the kids as possible when they're eventually born. His planet looked like it was being destroyed, so creating these beings might've been his way of ensuring a future for his people.