If we examine the last paragraph of this story, we can see that the author links the jilting of Granny Weatherall that she experienced in her younger days with a final, or ultimate "jilting" that we all experience: death. Note the last paragraph and how it describes the death of Granny Weatherall:
For the second time there was no sign. Again no bridegroom and the priest in the house. She could not remember any other sorrow because this grief wiped them all away. Oh, no, there's nothing more cruel than this--I'll never forgive it. She stretched herself with a deep breath and blew out the light.
Thus we can see the experience of death is compared to being jilted. Death is something that we have to face by ourselves and the solitude that we have to endure in death is greater than any loss we may ever know in life, even the experience of being jilted that haunts Granny Weatherall so much. However, as Granny Weatherall blows out the "light" of her life and accepts death, she shows tremendous courage and strength in accepting this ending to her life and this ultimate jilting. The theme, as suggested by the last paragraph, could therefore be stated as death is something that we all have to face by ourselves alone in a state of solitude that is worse than any other solitude we have ever experienced.