The issue of divorce itself is important in the historical context of the work. During the period in question, divorce rates were rapidly increasing in the United States, including in the South, as womens' rights advocates won victories against patriarchal laws that denied the right to sue for divorce to women. We see that Madame Celestine lives very much in this milieu, but we also see that she hopes to break free from it.
Chopin's dominant theme in her short fiction is the way in which a woman finds herself restricted and inhibited from searching for her own identity by a patriarchal society that gives very narrow and rigid roles to women as they live their lives. This is of course what Madame Celestine hopes to escape by gaining a divorce.
One theme is the fickleness of human nature. After spending most of the story determined to divorce her husband, the title character at the very end suddenly changes her mind. This is one of the many stories Chopin wrote in which wry amusement at the foibles of human beings is a main theme.