Your question relates to the lesson of the story and the huge gap of understanding that makes its ending so tragic. Let us cast our minds back to the first introduction of the monkey's paw into the story, and the reason it was created. Sergeant Major Morris, when showing the paw to the mesmerised Whites, tells them that "it had a spell put on it by an old fakir" to show the importance of fate:
He wanted to show that fate ruled people's lives, and that those who interfered with it did so to their sorrow.
What Mr. White learns after making his second wish and then hearing the terrible thumping on the door of his son's resurrected body, is that he is trying to meddle in his fate, which will end in tragedy. The way in which the interminable knocking continues suggests that what is outside the door wanting access is some sort of reanimated corpse, terrible in death. Mr. White realises that meddling with fate further can only bring yet greater tragedy and sadness upon them, and so wisely uses his third wish to counteract the effects of the second, sending his son back to the grave. It is clear, however, that his wife has not gained this understanding:
He heard the chair drawn back and the door opened. A cold wind rushed up the staircase, and a long loud wail of disappointment and misery from his wife gave him courage to run down to her side, and then to the gate beyond.
Mr. White, it is clear, learns his lesson, wheras his wife definitely does not, and cannot accept the danger inherent in trying to influence or change our fate.