That is a very interesting quote you have given about this author and the effect that she achieves with her stories. I supposed from this story, however, one of the main cherished illusions that we can see being destroyed is our understanding of death and how we die. At the end of the tale, it is clear that Granny Weatherall dies alone, although she is surrounded by her family, and that having to face death alone is actually incredibly difficult. Dying is compared to her previous jilting and her feelings of hurt, pain, abandonment and loss, but it is clear that this "ultimate jilting" is much worse:
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.
Facing the reality of death is described as "nothing more cruel," and the grief she faces in dying is so strong and profound that it wipes all other griefs away. Our cherished illusion of death being something peaceful and something that we can do surrounded by our family is thus irrevocably shattered.