There is no one way Dade, the main character and narrator of the short story, shocks the reader. Moreover, some would say that Dade does not shock the reader at all, as the story pretty much ends in the same way as it began. However, if there is a place where Dade does something out of the ordinary it is when he makes a resolve to catch the middle-aged thief.
As the story progresses, there is a middle-aged woman who steals from his store. He strangely feels compassion for her and so he does nothing. But one night he decides to catch her, and so he waits. This new-found determination is somewhat shocking, as it is not within Dade's character.
In the end, he does catch her, but he lets her go.