I think that the Commission is the 'end of the line' for the time traveling subway.
I've been thinking about it a lot and I think that we did actually get some explanation as to what the Commission was and how it was founded. Founder Five is obviously one that got the upgraded Marigold in his timeline since it was mentioned that he went to Max's diner before he moved on to try and keep his timeline as neat as possible in the hopes it would help.
We know that the Commission is a place that's out of time, since it's 1950s themed ish but also has a massive amount of people from all over. They've been collecting individuals that are lost in time, possibly having wandered down into the wrong subway because they found an opening after a Five left it open for too long. I think that these beings are able to exist in the 'end of the line' of the subway so that they can oversee the timeline and correct it, which would explain why they don't know basic history things like that the FBI building didn't blow up during Kennedy's visit to Dallas.
It's a place that exists out of time which is why the agents are able to come in and out of it without running into past/future versions of themselves and then desiring to kill them. The reason that Five gets Paradox Psychosis with Founder Five and not at Max's Diner is because the end of the line does exist in a timeline, as opposed to being built into the subway where the timelines can freely touch each other.
