This is a personal question, really, but I don't feel much sympathy for her at the end. She is, after all, a woman who has never learned to appreciate what she has--a good home, a loving and cheerful husband, a maid to clean her home, and good food. She has everything she needs, comparable to what other women of her class have and are happy with. She suffers from the curse of wanting everything she cannot have--"silent antechambers, heavy with Oriental tapestries, lit by torches in lofty bronze sockets, with two tall footmen in knee-breeches sleeping in large arm-chairs," and "vast saloons hung with antique silks, exquisite pieces of furniture supporting priceless ornaments, and small, charming, perfumed rooms, created just for little parties of intimate friends, [with] men who were famous and sought after." She lacks perspective; nothing is good enough for her.
Even when her husband, as a nice surprise, gets them tickets to a ball (to which they'd normally not be invited), she is petulant, because she doesn't have a dress adequate to the occasion. Her usual "dress up" clothing, she says, is inadequate, so her husband gives her a great deal of money to buy one for the occasion. Even then, it isn't good enough. She "needs" jewels. She is trying to live a dream, to be someone she is not.
When she loses the necklace, the rational thing to do would be to tell her friend and tell her she'll replace it. A little honesty goes a long way. But she does not, instead hiding her error and driving herself and her husband into crippling debt to replace the necklace she thought she'd lost.
Like I said, your reaction to the story depends on you, but my reaction is that she got what was coming to her. (Also, she learned humility and a great deal of appreciation for what she had foolishly forfeited.)