#4 Why Bray Wyatt ends up in an abandoned mental facility in the first place
Bray Wyatt is haunted by a tragic past: At some point in his career, The Wyatt Family left The Eater of Worlds on his own, and that particular plot point portrayed Wyatt as a failed leader with a false purpose.
Even Randy Orton betrayed him at some point, and this saga diminished Wyatt's status even further. More importantly, Orton destroyed The Wyatt Family compound and Sister Abigail's grave as well, which left The Eater of Worlds broken in defeat.
Bray Wyatt's bizarre feud with Matt Hardy ended with Wyatt being dumped into the 'Lake of Reincarnation'. After that point, it almost seemed as if Bray Wyatt's character lost its dark essence in the first place. He started teaming up with Matt Hardy as babyfaces, but even that was stripped away from him later on.
Basically, Bray Wyatt lost everything in the end, and that is the reason as to why he would end up in an abandoned mental facility, to begin with.
Next, we take a look at what the Firefly Fun House segments symbolize.