A good friend of mine once described David Lynch movies as comprising a mix of good David Lynch segments and bad David Lynch segments, and the goodness or badness of the overall movie depended on that ratio. It’s not totally accurate, but it’s not totally inaccurate either. Season 3 of TP is a work of genius but still has the glove; Wild at Heart is weak but still has the auto accident.

What’s funny to me is that the glove and the cowboy in Mulholland Dr. both spring from the same creative space. And yet the glove is silly, whereas the cowboy scene is among my favorite in his entire career.

The good and bad are subjective, obviously.
If you don't dig on dada, you may not wholly enjoy anything by Lynch, but these elements have been present in all his works.

I think there are more than enough movies out there that "make sense".