Having noted Nuttel's discomfiture and ascertained his unfamiliarity with the people in the area, the obviously precocious and mischievous Vera tells Framton Nuttel the fabricated story of the hunters' death because she realizes that she can play a practical joke on him.
Vera, whose name belies her personality, is the vehicle for Saki's satire of his contemporary (Edwardian) society, especially the ruling classes and their values. It is a likely common practice for Mrs. Stappleton to make Vera entertain unknown or undesired guests while she dallies with her toilette. Vera, in turn, probably wearies of this task, and being a bright and clever girl, entertains herself by teasing and tricking the guests. When she realizes that she has the license to use anyone and anything in her tall-tale for Framton Nuttel because he knows no one, she creates a horror tale out of what could be a fairly interesting realistic narrative in order to terrify the little nervous man with whom she is forced to sit and has wearied of his timid silence.
Her clever tale blurs the lines between reality and the imagination so effectively that Framton Nuttel is absolutely terrified when he sees Vera's look of horror as Mrs. Stappleton announces, "Here they are, at last!" while her male relatives enter the open window through which they have been described as departing years ago after becoming lost in a bog. "Their bodies were never recovered. That was the dreadful part of it," Vera has told Nuttel, who flees. Furthermore, not only does her tale frighten Nuttel away, Vera also retaliates against her aunt for her tedious tasks. Revenge is sweet for the girl whose specialty is "[R]omance at short notice."