The point of this story is to inform us about the realities of marriage for women. It is only when Mrs. Mallard has to confront the death of her husband that she realises how she has been confined, oppressed and squashed down by the patriarchal institution of marriage, even though, from what we can infer, she had a good life with a pleasant husband. Yet note how marriage is described in the story as bending your will to another and an "imposition." These words express something of the way that marriage can be viewed as a patriarchal institution that helps us to see how relieved Mrs. Mallard is to be free from it.
I would say the primary goal is to inform--I think Chopin had a much greater message than 'don't be happy someone else is dead'. By all respects, Mrs. Mallard looked to have a lovely little life with her husband in their nice house--she had everything she was supposed to have--except freedom and happiness.
I think Chopin wrote this almost as a warning that you can never really tell the truth unless you look beyond the surface.
She was informing us that even though many marriages appear to be happy, oftentimes they are wrought with oppression and sadness only known to the people in the relationship (or even only one of the married people).
She includes the irony not for entertainment, but to force us to understand how priceless freedom is and what power it holds--we all want freedom, and when it is denied, dire consequences occur.
I agree with #2. I don't really see a moral or lesson in the story, unless it might be "Don't be happy someone else is dead." There's no point or argument that the author seems to be persuading us to anything. I think Chopin wanted to entertain us with her ironic twist.
Entertainment is part of all literature, so I'd vote for that right away. I also think there was and attempt to help the reader understand the reality of a woman trapped in a marriage that kept her from being able to freely participate in her own life. (In some ways, this story reminds me of "A Doll's House" although the ending is quite different.) I don't know which of your words I would use to describe this. There is some informing (about the woman's feelings), some teaching (about what it was like to be a woman at this time) and some teaching (which is about the same as informing). So, after entertaining, I'd say the author's purpose is equally distributed among the other 3 choices.