What is human?
The show's philosophical point is incomplete, but it seems to be arguing that humanity requires lies, because lies allow us to experience life coherently. All relationships require lies:
We lie to ourselves to be a part of society -- we suppress our behaviors to conform with laws and social norms, or perhaps even change our behaviors in rebellion against those things. This begs the question, "what is authentically yourself?" The answer would be truth, but that truth is obfuscated by our lies.
Families, friends, coworkers, countrymen, foreigners, etc. are all different forms of association, and therefore societies. We lie to everybody all the time.
But is it okay to lie? Shouldn't we seek the truth instead?
Rolo raises this question and doesn't give us much of an answer -- he knows that Lalouch lies, and tells him as such on his deathbed. Rolo even says that he thinks Lalouch was lying about hating and wanting to kill him. But are these dying words the truth? We don't know.
Before meeting Lalouch, Rolo's life was a collection of experiences, much like C.C.'s life. When he began his masquerade as Lalouch's brother, he began to feel like he belonged somewhere. He found meaning in his life by having a family, even though he knew it was a lie.
So Rolo's character is definitely not out of place, but the whole point is kind of disjointed. I think it will become more clear if we ever get a real season 3 that completes the philosophical statement.