That logic doesn't really work for time travels. Or better said, not all time travel stories use the same logic. It works for a Back to the Future kind of story, which it is much more linear (and simpler, to be honest) and assumes the first time the MC uses the time machine is the first time in that timeline. But for stories more complex like Dark do not have a clear beginning. For example, in Ripples (as far as I understand it) in our initial timeline, at the time you start the game, back in 1999 of that timeline the MC already went back and did all of the things we've seen, unlike in Back to the Future where in 1955 there hadn't been any Martin in the original timeline at the start of the movie. The main difference is that in Back to the Future you can change the future and in Dark (and presumably Ripples) you can't.
He doesn't remember because it's in his future. It happened for Scarlett but not yet for him.
And I'm of the opposite opinion, this kind of time travel logic can be much more mysterious and engaging than the plain more straightforward Back to the Future type (and it pains me to say it because is one of my favourite franchises ever, but it is what it is). If you want to see time travel taken to the extreme watch Primer.
There's a point where we must make a difference between stories where you can't change the past and those where you can. This story seems to be the first type, so if he is his own father he always was, and if he isn't he's neve been. It's not like two people can produce the exact same child, because fuck genetics then
. Not even Back to the Future did this.
On this story we can safely assume you go back to the time you left, though.