My theory is that it was Cooper's plan all along to go back in time and save Laura. At least, it was the moment he walked into the Black Lodge and had 25 years to contemplate and understand how it all worked. But the Laura we see in the Black Lodge is the actual Laura and it was her doppelganger that actually died in 1989 - which means it was her doppelganger that he actually saved. That's why she killed that man we saw at the front door scene and was pretty lackluster and emotionless about the whole thing, which is how doppelgangers work. Meanwhile, the real Laura trapped in the lodge has been trying to get Cooper to stay, trying to warn him about what he's doing. The two things that she whispered into his ear were: the name of her killer and the words "Please stay." If you listen to The World Spins, with lyrics and cinematography designed by Lynch, which is a song about Laura being trapped in The Black Lodge, it has a secret message right at the midway point (3:22) if you listen carefully. That's why the very final scene of the show is her whispering into Cooper's ear, since it was her begging Cooper to not change what is happening since he certainly triggered some sort of horrible chain of events by taking Laura (doppelganger or not) back to her home.
And I don't think that was evil Cooper we saw at the end. Lynch was pretty loud and clear when he plastered Cooper's face over that reunion scene and had him say "We all live in a dream." Which likely literally means everything that Cooper experiences after his first moment in the lodge is his dream that he used to access his former college's weird hotel room so he could go back in time. But the Cooper we see now, slightly unhinged and emotionless, is the real Cooper, but his time in the Black Lodge sort of made him go a bit donkey-brained. Which brings me to ask: was any of this crap we saw this season real or was it all mostly a dream? Because in the end, all of it certainly added up to nothing but Cooper leaving the Black Lodge immediately after being asked by Mr. Palmer to find Laura and driving off with Diana.