Arguably, "The Open Window", by H.H. Munro falls under escape literature. In fact, most of the short stories by Saki fall under this category, since his main goal was to entertain rather than to inform or convey a specific message. As always, there are exceptions even for Saki, but his writing style has always been comical and with the purpose of entertaining.
If "The Open Window" were to be interpretive literature, it would have a lot of symbolism. The reader would have to find the subtleties of hidden meanings, allegories, and other kinds of figurative language. Moreover, the story would include a moral or a central teaching that would connect the reader to a deeper interpretation of the story.
"Out through that window, three years ago to a day, her husband and her two young brothers went off for their day's shooting. They never came back. In crossing the moor to their favourite snipe-shooting ground they were all three engulfed in a treacherous piece of bog. It had been that dreadful wet summer, you know, and places that were safe in other years gave way suddenly without warning. Their bodies were never recovered. That was the dreadful part of it."
If there is any symbolism in the story, such as the open window itself as a symbol of Mrs. Stappleton's broken heart, it is used ironically. The whole story of the window is a lie created by Vera.
Hence, in contrast to interpretive literature, the main idea of "The Open Window" is simple: A teenage girl with a propensity for what looks like passive aggressiveness fools a very nervous man by telling him a fake story. The story is told so cleverly that he ends up believing it and running away in a fit.
Framton grabbed wildly at his stick and hat; the hall-door, the gravel-drive, and the front gate were dimly-noted stages in his headlong retreat. A cyclist coming along the road had to run into the hedge to avoid an imminent collision.
The rest of the story elements are filled with Saki's unique power of description and by his witty commentary. This is precisely why he often keeps the plots simple: So that the brilliance of good story telling can take center stage.