Its nice to discuss this I have been waiting for a trek like show for a while to get that old feeling again.
I have to assume time isn't linear in the Orville universe Mercer brought up quantum science. In general time is continuous in quantum mechanics but there are alternative theories that time is not linear and I think that is what the Orville universe is hinting at. For the human perspective time only can be linear, and to steal a line from Interstellar but to other "time might be another physical dimension. To them, the past might be a canyon that they can climb into, and the future, a mountain that they can climb up". So the possibility that time is not what humans can perceive it to be is open to interpretation/measurement.
I might be thinking way to deep into this for a Seth MacFarlane show but the fact that Frakes directed this episode gives me hope that I'm not taking crazy pills. I thought it was really smart sci-fi that its the wormhole causing the fluctuation in the the timeline, and as long as it exist in the past the changes from it remain. So the paradox that the Orville still exist does not matter if Pria caused it or not the wormhole affect on the time line allows the Orville to exist.
So just watching it again, I think the confusing thing to me is that when he says he's going to destroy the wormhole, she says, "And we'll have never met. You'll still be that messed up guy who can't get over his ex-wife. Is that what you want?"
Now I guess this could be read a couple of ways - she's saying that him choosing to destroy the wormhole is a form of living in denial, so it's more a comment on his psychological state than anything else. But then, why would she disappear if that was the case?
Or she means it literally, that they won't have met because she never would have come back in time and he won't have any memories of her, which implies the weird paradox of them being saved but not being saved.
They also make a point of showing him keep her personal transporter device, which could be a potential plot point later... but why would that piece of technology stay if she gets removed from the timeline?
I'm probably thinking about this too much though. lol