I would say that one of the most profound philosophical themes in Miller's work is the difference in perception of self and in how others see the self. Will Loman is a product of the modern setting because it is really difficult to get a "total" view of who or what he is. Miller is asserting that one of the fundamental conditions of the modern setting is the difference in perception of self and others' perception of oneself. Willy is constantly trapped between living his life in his own view of self with how others view him. His constant discussions with his Ben, his dead brother, is a reflection of this. In just this small instance, there is a very large confusion about how Willy really is, how he thinks he is, how he views himself, and how others view him. This is philosophical in the way in which reality is constructed.
Another philosophical consideration that has to be considered is the one of free will. Simply put, the question that Miller wants the audience to construct is whether or not Willy is free. Does Willy have freedom? To an extent, he does in that there are no political barriers or stratifications that prevent him from doing what he wants to do. At the same time, Miller is stressing that the social constructs of "the American Dream" and of capitalism in general makes Willy enslaved to something larger than him. Miller's basic argument is that while Willy might be free from an outsider's point of view, the reality is that there are forces, what Miller would call "matrices of one's life," that guide Willy's actions and what he does. This invisible and yet insipid reality is where Miller raises the philosophical question of freedom and whether one really is free if they are enslaved by other others see or perceive them.