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"By 1939 I was twenty three years old and had taken a job on the New York city police force. I've never really examined until now why I should have chosen that particular career"

Does should have here mean the same thing as would have as the past form of will have? Or does it convey another meaning?

Thanks in advance.

(Not really a grammar issue but...) 'Should' here is not really necessary, but this instance is akin to a use that could be termed the 'evaluative should', as in e.g.

It is strange that he SHOULD HAVE said that.

where it frequently accompanies an evaluation of some event as 'odd, strange, interesting' etc. (and does not carry any sense of obligation or advice).