But isn't that exactly the point? Isn't that what we truly are in the end, animals with funny ideas about ourselves? And isn't precisely this desire to reach a certain level of refinment beyond the basic beastly needs, our creative thinking, that define us as a superior species?
Nabokov is trying to challenge some absurd morals. A 12 year old girl can be sexually attactive, and it's plausible that an older man would be infatuated with her without him being an insane monster. Unlikely, yes, and perhaps problematic, but not unnatural. It's a good thing if the reader's values are shattered, because they may be misplaced.
Their damnation, I belive, is a game he plays with the critics, since many of them feel the need to find some moral undertone to it in order to approve of the book, when in fact the protagonists' deaths are very cynical, and announced in the first two pages (a little veiled for Dolores). They died so the volume could be published. Somehow like, they were great for as long as it ran, but then they could be discarded (and had to be). If anything, they died because they didn't remain together.
As for the Europe & America allegory, Nabokov himself all but calls it idiotic. It's just the tipical American cultural self-centeredness making them publish a book they didn't approve of in the first place, but for the wrong reasons. Hysterical. :D

