Continuity mistake: Ben Horne's glasses are knocked off during his arrest at the Great Northern. No one picks them up, but when he is brought around the corner of his desk, he's wearing them again. (00:28:50 - 00:30:30)
Continuity mistake: The plate, bread and milk that Pete drops on the floor change position between shots.
Continuity mistake: At the Roadhouse, Donna has her hand on the only glass of drink on the table, but whenever the shot cuts to James, the drink is next to him with nobody holding it.
Continuity mistake: After Nadine smashes the milkshake glass, the cream and blood which has splashed on her face changes between shots.
Answer: The answer to pretty much any question beginning with "Has David Lynch ever explained _______?" is: no.