After returning from World War I, where he served in the Marines during some of the most decisive battles of the conflict, Harold Krebs comments that he just wanted his life to run smooth without "consequences." He had already seen enough consequences of people's actions in the war. His relationship with his young sister Helen is without consequences so it fits well into his plans. With his father and mother and with any potential girlfriends, things would be more complicated. Harold is suffering from what we might now term post-traumatic stress disorder but was then simply called shell shock. For most returning World War I troops it went undiagnosed and untreated. His parents want him to get on with his life, to work and marry, and carry on a normal existence. Instead, he falls into a life of lethargy, sleeping late, playing pool or reading books about the war.
Helen is safe and innocent. She obviously very much looks up to Harold and in one scene asks him if he would be her "beau." Since there are no consequences involved in this relationship, he is perfectly willing to go along with her. Hemingway even suggests that she may be the only person Harold really loves:
Krebs looked at her. He liked her. She was his best sister.
Helen invites Harold to her indoor baseball game and says that he doesn't love her if he doesn't show up. She says,
"Aw Hare, you don't love me. If you loved me, you'd want to come over and watch me play indoor."
In the final lines of the story, after telling his mother he doesn't love her, shunning prayer, and totally avoiding his father, Harold thinks that he will go and see Helen play baseball:
He would not go down to his father's office. He would miss that one. He wanted his life to go smoothly. It had just gotten going that way. Well, that was all over now, anyway. He would go over to the schoolyard and watch Helen...
play indoor baseball.
It is for Harold a first step back into society and the realization of consequences. By loving Helen he reenters a world of complications. He could not love his mother or father, but Helen is innocent and she may provide him with the inspiration to begin living his life again.