This final line by Wilson does seem to be his attempt to put the predatory (or assertive) Margot in a subservient place and thus it is a "put-down." One could also call this move by Wilson as a bullying gesture. Wilson is the brave and assertive male in this story and this is what Margot has desired all along. Wilson knows this. One of his problems with Macomber is his fear and his inability to "keep Margot in her place." After Wilson sleeps with Margot, he thinks:
Well, why doesn't he keep his wife where she belongs? What does he think I am, a bloody plaster saint? Let him keep her where she belongs. It's his own fault.
Wilson doesn't excuse his behavior (sleeping with Margot) and in fact blames Macomber for not "keeping" Margot in her place. Wilson shamelessly transfer the blame from himself to Wilson. Wilson also reveals his old-fashioned and misogynistic ideas about male/female relationships wherein it is the man's job to keep the woman in certain limitations. Certainly Margot was also no saint and should have stayed away had she really loved Macomber, but this quote does show Wilson's ideas about how a man should control a woman.
In the end of the story, regardless of whether Margot killed Macomber on purpose or accidentally, the final lines show Wilson really asserting himself in this role of the man taking charge. Wilson knows that Margot is attracted to him in having this role, but he also knows she is a strong female (from watching her interact with Macomber). So, he takes this opportunity, while she is in a vulnerable position, to assert his presence and establish himself as the one in command. Wilson does seem satisfied in putting Margot in a subservient position and it also seems like a bullying or at least a condescending move to insist that she say "please" - as if he is the adult and she is the child.