This is a rather strange, but fascinating song. Let me explain.

This is probably Orbison’s only song with such a clear religious meaning. The song is based on the metaphor of death (and Christian salvation) as "coming home".

The persona describes his past life as a "road to nowhere" on a "long and lonely highway" and "running through the fire" (a metaphor significant in the context of Roy Orbison’s life). The persona reveals he was burning, and if that burning had been taken "any higher" than it was, he would "still be gone" - not at home.

And then there is a change in melody: the persona reveals he thinks about all the years that have passed, during which he never even (sic!) wondered why he had "never touched the ground" – he was detached from reality, lonely, again: not at home. However everything changed when he had heard “the thunder over Canaan”. Canaan is the Old Testament “Promised Land”, while the thunder alludes to the way God’s power is manifested in the Book of Job (who, though righteous, loses his wife and children by God’s will – another autobiographical reference).

It is thought-provoking to see the present tense mixed with the past – the persona in these lyrics has not yet died, but because he has turned towards faith, he's already "at home". He's sure of his own salvation. Angels cry (tell): "as you lived so will you die" and he's totally fine with this because: 1) He believes he was decent enough to go to heaven, 2) He views both life and death as gifts from God, so why would God harm him if he's good and persona strongly believes that's true?

The lyrics also seems to suggest that only the relationship with God can help with fundamental existential loneliness. He's already at "home with God" because he believes.

I remember that you said goodbye