Saki twice emphasizes that Vera is "self-possessed" at the beginning of he story. This is intended to make her pretended reaction to the return of the three hunters all the more striking by contrast, and all the more frightening to poor Framton Nuttel.
The child was staring out through the open window with dazed horror in her eyes.
Up to this point the reader is just as taken in by Vera's story as Framton. Then after the neurotic visitor grabs his stick and hat and goes running down the road "without a word of good-bye or apology," Saki reinforces the idea that Vera really is extremely self-possessed. All the adults wonder what made the "extraordinary man" rush off like that.
"I expect it was the spaniel," said the niece calmly;
This young lady's prime character trait is self-possession. On the spur of the moment she makes up a bizarre story about Nuttel having been "hunted into a cemetery somewhere on the banks of the Ganges by a pack of pariah dogs."
No doubt Saki decided to end the story with this little coda in order to reinforce the idea that Vera never lost her self-possession and was a good actress as well as a good story-teller. Some readers easily get confused when reading fiction. Saki wanted to make doubly sure that every reader understood by now that Vera's story was a complete hoax and that the mischievous girl had made it up for her own secret and private amusement.
Saki did not want any reader thinking that this was a real ghost story and that the three hunters were real ghosts who returned to Mrs. Sappleton every night at tea time. He actually has Mrs. Sappleton say:
"One would have thought he had seen a ghost."
And Vera's story about the pariah dogs is proof positive that her ghost story is a practical joke, because she knows perfectly well why Framton fled.
It seems likely that a talented creative writer could invent a story about three hunters who got downed in a bog along with their spaniel but came up out of the bog and returned home every evening as ghosts to have tea with the wife of one of the ghosts, who was well aware that they were all dead but continued to have cordial relations with all of them. (William Faulkner's gruesome story "A Rose for Emily" features a woman who maintains intimate relations with a dead man for many years.) The suggested ghost story might include a demented young girl who also enjoyed the company of the three ghosts and the affectionate spaniel.
Vera, who just adores "romance at short notice," concocts a delightful excuse for why Mr. Nuttel bolted out of the home. She explains calmly that Framton was probably afraid of the Sappleton's spaniel, who had returned home with the hunters. According to Vera's remarkable made-up story, Framton had a bad experience with dogs when he was in India; a terrible pack of dogs had cornered him into a cemetery, forcing him to spend the night in a freshly dug grave. Of course, Vera's tale about Framton is completely fictional, just like her story about the open window.