To underscore the previous post, Edith Wharton's portrayal of two women's remaining "friends" despite their rivalries and petty jealousy indicates the pretentiousness and hypocrisy of the upper class of what has been termed "Old New York's stifled society." The reader wonders now what will become of such an ersatz friendship with Mrs. Spade's confession of her petty jealousy and with Mrs. Ansley's profound revelation.
You must also consider why Edith Wharton wrote most of her novels and stories. She wanted to illustrate Old New York's stifled society. Readers find this not only in Wharton's Age of Innocence but also in her short story "Roman Fever." The story demonstrates that Mrs. Slade and Mrs. Ansley take pride in their roles as wives in upper class New York society because that is really all they are recognized for. The oppressive and stifling environment of living under society's microscope is removed when the women are in Rome years earlier and once again during the story's setting. Because of that, the ladies feel free to express hidden emotions and long-held grudges--feelings that they have had to keep buried when in polite New York society. So, it is inaccurate to argue that the story is purely for entertainment's sake. Yes, the surprise ending does make the story more interesting to most readers; but it also works thematically to show that all is not as it seems.
You might want to reread the story to understand the serious aspects of it. When Mrs. Ansley tells Mrs. Slade that Barbara, her daughter, is also the daughter of Mrs. Slade's husband, that should give you a clue to the themes of this story. Put yourself in either woman's place and imagine how you would feel. As Mrs. Slade, what would be your response to discovering that your cruel joke had backfired? How would you feel in Mrs. Ansley's place if you had to live on the same street as the man you loved, knowing your daughter was his, and watch him live his life with another woman? These two women don't like each other, yet they have chosen to vacation together over a long period of time. Why would they do this? I think if you answer these questions, it will give you a good idea of how to answer your own question.