I see what they're saying about an added dimension, and the relationship of a circle and a sphere. Whether or not it's just Cohle as the philosophical type, or an absolute truth of the True Detective universe and Cohle being aware of existing in a piece of fiction, I guess it's up to the viewer. I would tend to believe the former since he's a very unreliable narrator, the last two episodes he's just plain lied to the investigators (and, if the 4th wall theory were true, to the all-knowing viewers he realizes he's talking to) but it's something the creator is obviously doing intentionally.
What I don't buy from the io9 article's comments is the referencing of a DVD as the flat circle, when the show isn't even on DVD. That seems just way too literal and misses the point. Or maybe I'm missing the point.