It's been 5 years so I might be remembering things wrong, but my impression at the time was that half way through he realizes what he's doing is pretty ****ed up and tries to turn it into a positive message.
The woman who storms out at the reveal (and likely the one during the "several months later recap" who is still refusing to talk to him) was trying to start a business and had invited him for special classes and was even teaching his "method". She's got every right to be mad for what happened and its reveal could potentially ruin her financially, but starting at the beginning:
I don't think he had a very clear plan where this movie was going when he started filming. There was a lot of stuff at the beginning where he was just out to make people look stupid... which is pretty easy. It was also easy for him to do it morally because they were just random strangers who he knew nothing about. When he decides to take on his own students for a long period of time he can't do that anymore; they become actual people, not just complete strangers, and he grows to like them. The movie then takes a pretty big turn where he's still kind of trying to show how people are sheep and will believe anything but at the same time combating the fact that what he's doing could hurt these people that he likes and who are generally pretty nice people who just want to improve their life.
The message changes drastically at this point imo and I'm not sure he pulls off the new message (whatever it's supposed to be) by the end of the film. The ending is a bit abrupt too, and I suspect it's because he realizes that he is potentially hurting these nice people. To me at least, the documentary turned into being more about him than what he set to do. It was almost like if we were to watch a documentary of Thremp making people look stupid, but sometime during filming he blossomed into a real human being capable of empathy.
I just couldn't quite figure out the message(s), and even if I had some idea of what they were at the time I watched the movie, I wasn't sure I agreed with them.