Although "The Interlopers" appeared in 1919 in a Saki short story collection called The Toys of Peace, and Other Papers, Saki died from sniper fire in World War I in 1916, not long before his 46th birthday. Therefore, this short story must have been written prior to 1916.
Saki spent a good deal of time in Russia, Poland, and Eastern Europe in the early 1900s as a journalist, mostly from 1902-1905. He witnessed the Russian Revolution of 1905. After 1908, he left journalism to devote himself to writing fiction.
As it happens, "The Interlopers" first appeared in a magazine called "The Bystander" in 1912. It makes sense that in this period, between beginning his fiction writing career and before the outbreak of World War I in 1914, Saki would've been processing and writing about his experiences with other cultures on the European continent. This story is set in the Carpathian Mountains of Eastern Europe.