That's a very good question. I suppose that a feminist analysis of "The Demon Lover" might explore how women's lives are shaped and distorted by men, even men who have long since passed away. Kathleen Drover blithely assumed, as most people in her position would, that she'd moved on from the past—a past in which she was deeply in love with a soldier who went to his death in World War I. And yet now, in the middle of another war, his spirit has come back to haunt her.

In feminist terms, one could interpret this development as an example of how men control women's lives. Kathleen may have thought she'd developed a kind of emotional independence since she parted from her former lover all those years ago, but in actual fact, she's very much mistaken.

Just as women in society often find their life choices determined by men, so too has the whole trajectory of Kathleen's life now been subverted by the spirit of a man she used to know. Her former lover's spirit haunts now haunts her existence, just as women in society often find themselves haunted by the demands of (living) men.

On a feminist reading, the ending of "The Demon Lover" is a very grim one indeed. Try as she might, Kathleen cannot and will not escape from the emotional demands of men, whether they're alive or dead.