Saki himself concludes, "Romance at short notice was her specialty." Vera is, indeed, glib and clever, disingenuous,"romantically" and cleverly capable of blurring the lines between the imaginative and the real.
Certainly, Vera must be practiced in her skill at telling a tall tale that seems real as she weaves fact with fiction, creating a verisimilitude [hence, the name Vera- as the Latin root for truth (veritas)] that deceives the vulnerable listener, Framton Nuttel. This is the touch of "romance" to which the author alludes. Vera uses the actual details of the Stappleton men's departure through the large window as the husband carries his "white waterproof coat" and they walk with the "little brown spaniel" to whom Ronnie always sings, "Bertie, why do you bound?" in order to cement Nuttel's credulity when the men do return.
Further, Vera fabricates the explanation that the window is kept open because her delusional aunt is convinced that the men are not dead and will return. Just to embellish the horror for the moment when the men return, Vera adds,
"Do you know, sometimes on a still, quiet evening like this, I almost get a creepy feeling that they will walk in through that window--"
Then, when the men do, in fact, return, Vera, acting in accord with her talent for "short notice," pretends to stare out through this window "with dazed horror in her eyes" and the terrified Framton Nuttel flees. Clearly, spontaneous "[R]omance" is her "specialty."