In this story, the wife has gone outside in the rain to look for a cat that she had observed through the window in her hotel room. The hotel maid goes outside to help her, presumably because the owner sent her out there.

On a literal level, the reader can assume that the maid is puzzled by the woman's behavior, which does not seem sensible. This reading is given weight when the maid also repeats back her claim but as a question. Cats notoriously do not like water. We could extrapolate further and read the question as related to the maid's dubious attitude toward the woman's behavior and, perhaps, her sanity: Have you lost your mind?

In terms of interpretation, the reader might ask the same kind of question regarding the author's intended meaning. What is this woman looking for? Has she lost something—perhaps her mind, perhaps a pregnancy, perhaps her husband's love?