The theme of this story revolves around the power of choice. The young man and the princess made a choice to become involved with one another. The King made a choice to avoid punishing the young man by allowing the young man to choose his own punishment (in a way). The young man chooses to trust the princess, who chooses to give him guidance in his choice between doors. In many stories, the characters are emphasized as being under the influence of fate and uncontrollable events. Here, the characters have all the power - they must use their judgment and choose wisely. The power is shown in the description of the princess:
Possessed of more power, influence, and force of character than any one who had ever before been interested in such a case, she had done what no other person had done - she had possessed herself of the secret of the doors.
The element of choice is emphasized even more in the last paragraph, when the author turns the choice upon the audience, asking them to determine what the decision of the princess, using their own judgement and knowledge:
The question of her decision is one not to be lightly considered, and it is not for me to presume to set myself up as the one person able to answer it. And so I leave it with all of you: Which came out of the opened door - the lady, or the tiger?