The overriding theme of "Just Lather, That's All" is that man is ultimately responsible for his own actions. Although we might often think that we're nothing more than the plaything of irresistible forces beyond our control, in actual fact, we are very much the authors of our own destiny, exercising moral choices at every stage of our lives.
This point is perfectly illustrated by the character of the barber in the story. He may have found himself in a difficult situation, yet he still has the ability to determine his own future. He can cut Captain Torres's throat, which, though it would remove an evil, violent man from the world, would constitute a clear act of murder. Or, he can refrain from killing Torres, a decision he might come to regret in due course.
Either way, the choice is the barber's, and no one else's. Like everyone else in the world, he has to make his own moral choices; no one else can make them for him. When it comes to making such choices, we are effectively all alone in the world. And whatever choices we eventually make, we ultimately have to live with the consequences, as is the case with the barber.