The overriding theme of the story is freedom or, rather, the lack of it. Despite the recent death of their monstrous, tyrannical father, the colonel's daughters still find themselves unable to enjoy their newfound freedom. The old man may be dead and buried, but he still exerts his dictatorial control from beyond the grave. The colonel caused so much psychological damage to Constantia and Josephine when he was alive that they remain trapped in a state of arrested development, chronically incapable of developing as morally autonomous adults.
Thanks to the late colonel's domestic tyranny, the two spinsters are practically scared of their own shadows. Mansfield effectively conveys their general fear of life through their awkward interactions with the various people in their lives. Whether they're dealing with impudent maidservants or conforming to the stifling constraints of local opinion, the sisters are forever walking on eggshells, absolutely petrified at the prospect of having to assert themselves against others.
In general terms, Mansfield appears to be suggesting that freedom shouldn't simply be defined in negative terms, that is to say as freedom from something (in this case, freedom from the colonel's tyranny). It is also a positive value, the freedom to do something. Unfortunately for Constantia and Josephine, negative freedom does not automatically lead to its positive variant. They realize, to their consternation, that they can't just revel in their late father's absence; they need to take a leap of faith and grasp freedom for themselves, doing the kind of things they've always wanted to do, living the kind of lives they'd always wanted to live but never could so long as their father was still alive.