Both stories do indeed use third-person narration, but both stories also allow the reader to see the thoughts and dreams of the main characters.
In 'The Secret Life of Walter Mitty' we are given details of his dull monotonous day as he runs errands for his wife. However, we get absorbed by Walter's dreams and become involved in the excitement and drama of his imagination.
In 'The Necklace' we are given insight into Madame Loisel's poor past and we see her at the ball in a dream of her own, as she is admired as much as the necklace she has borrowed for the occasion. Both are of course fake: the necklace which forces Madame Loisel into greater provery is artificial as are her pretensions to be part of a society to which she does not belong. The dream is captivating but destructive.
Similarly, Waqlter's dreams serve to show us his insecurities and weaknesses. In the real world he is a poor driver - in his dreams an accomplished pilot. In his dreams Walter is a celebrated surgeon, in reality his wife nags about his health-
She looked at him. "I'm going to take your temperature when I get you home," she said.