Granny Weatherall isn't ready to die yet, or so she thinks, because she has not experienced the stereotypical "seeing the light, the tunnel, Jesus holding out his hands" type of experience as she is slipping away.  She had a grandiose vision of how she wanted her death experience to be, and because it is NOT how she envisioned it, she is "jilted" once again and dies bitter and unfulfilled.

Granny wants some sign that there is a wonderful afterlife awaiting her, but she never receives this sign; therefore, this "jilting" is the worst of all.  It negates the other ones.  eNotes says:

As "the blue light from Cornelia's lampshade drew into a tiny point in the center of her brain," Granny asks God for "a sign," some reassurance about the afterlife. But "for the second time there was no sign." Granny Weatherall is jilted once again in a betrayal that is so monumental that it makes the first incident seem insignificant.