Thorongil and Denethor as parallels for Tuor and Maeglin is interesting!
I remember someone pointing out once that Denethor's marriage to Finduilas (and the birth of Boromir) overlapped with the end of Aragorn's time in Gondor. The suggestion being that Aragorn could have been Boromir's father (though there's no reason to think that).
As for Ulmo, I think the idea is that the Noldor (or at least Turgon and Finrod) welcome his intervention, so whether or not it's surprising, it isn't something they're questioning deeply and mostly just accepting at face value because they're grateful for it.
The viewers, though, might be questioning why and wherefore, which is why it would be good to have a check-in with Valinor before the end of the season.