Who is Madame Sofronie?
Madame Sofronie is characterized as a cold, tough, unsympathetic woman who is only pretending to be a foreign-born artiste for business purposes; she actually appears to be from Brooklyn. She puts on airs with her customers but not with a girl like Della, who is a seller and not a buyer. Madame Sofronie gives herself away when she says, “Take yer hat off and let's have a sight at the looks of it.” This woman must realize that Della is feeling distressed and even frightened, but she deals with many such desperate young girls who need money and have nothing else to sell.
O. Henry uses the episode with Mme. Sofronie to emphasize the ordeal Della has to go through in selling her beautiful long hair. It is a sufficiently painful experience to part with her hair without having to deal with a woman like the hard-boiled businesswoman who calls herself Madame Sofronie. O. Henry is not interested in characterizing hair buyers in general; he only invents this unpleasant character in order to highlight the sacrifice that Della is making. Della is like a shorn lamb.