Rex Walls often asked his children, "Have I ever let you down?" Why was this question (and the required "No, Dad" response) so important for him -- and for his kids? On what occasions did he actually come through for them?

Rex Walls asks this throughout the story. When he asks it one more time near the end, they both smile. There is pathos in their smiles, so much regret and bitterness buried away. THey both know he has let the family down. Rex clings to his statement like a pathetic attempt at rhetorical humour that now rings tragic instead of funny. Rex tried to stop drinking for a while but failed. He tried to give them unique gifts like the time he takes them to the desert and offers them a star of their choice. His overtures of fatherly love come up short. As for stability in his children's lives, Rex always failed.

what parts did he come through to his question of "have i ever let you down?"

Rex gives Jeanette enough money to pay off her college tuition that she owes.