Enjoyed 'Den brysomme mannen' http://ow.ly/PTTp (my wife didn't, so I watched it in bits over a few days.)
Reviewers mainly confused - most agree it's allegorical, but not of what; 'Heaven', 'Hell', 'Socialism', 'Capitalism'?
That most people don't wish to escape, and it's, essentially, forbidden goes with most of those options.
So, presumably you're supposed to project your favourite preoccupation/prejudice/fear onto it.
So I'd say it's about an a-epicurean life. A live desaturated of colour, literally in the film, figuratively in the interpretation.