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Tolkien wanted to "just tell a story", and let the reader break through where he was Supposed To.
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Precisely. Each reader finds something different in the story (just like there are different things behind each of the mills). And they are "supposed to", because what they find is right for them.
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Another way to say it might be, so that the reader is pulled through when he is ready.
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So I would put it slightly differently. The reader is "pulled through" to what seems right for him.