There is no question that the character of Mary Maloney in Roald Dahl's short story "Lamb to the Slaughter" does make us feel sympathy for Mary, for a number of reasons.
First, it is easy to recognize that Mary has reached a very desirable comfort zone. She evidently loves her current status as a married woman, as a future mother, and as a housewife. Her home evokes a feeling of warmth and peace when we first read the story. We know that Mary is a happy woman who takes good care of her home. Now, she is devotedly waiting for her husband, a police officer, to come back from work so that she can make him dinner.
Right there in that first description we immediately can connect with Mary. How many women would not dream of an idyllic marriage like that? Even if we cannot connect with Mary as a wife, we still sympathize with the fact that she is an expecting mother. We all wish to see our own mothers in a happy state of affairs like that. We all would want the same peace and tranquility, not to mention the comfort and security, that Mary felt in her own home.
Roald Dahl switches that mood quickly, and we all witness how Mary's husband returns home from work, drinks more than usual, refuses his dinner, and then basically tells her that he is leaving. All that shatters the immediate bond the reader forms with Mary, and perhaps even makes the reader feel as sad as a "real-life Mary" would have felt. Roald Dahl treats the theme of domestic neglect using the emotional triggers that create a sense of happiness to sadness, from joy to pain, and from hope to hopelessness.
It is that hopelessness that Roald Dahl instills in his writing what makes the reader understand 100% how Mary's shock led her to snap and kill her husband. To have such a perfect world come down for no fault of her own seems a huge deal for someone who is expecting a child, and someone who would not want a stigma of divorce hanging over her. Mary does what any other woman in a deep state of shock would have done: To snap. It is hard not to sympathize with her....and even to excuse her behavior, even if it means that her husband is dead.