The theme that ends the story is one of moral isolation. Bonaparte, the narrator, is used to thinking of Englishmen as enemies, not as people, and so he feels almost as if his obligation to kill the two English prisoners should be deferred; in spending time with them, Bonaparte has become aware that people are always human beings, no matter their birth or affiliation. Since Bonaparte's fellow soldier, Noble, is religious, Noble's viewpoint is of personal regret; Noble sees the world as reduced to himself and the dead bodies, and he must pray to repent for his sin. Bonaparte, however, is struck in a different way:

Noble says he saw everything ten times the size, as though there were nothing in the whole world but that little patch of bog with the two Englishmen stiffening into it, but with me it was as if the patch of bog where the Englishmen were was a million miles away, and even Noble and the old woman, mumbling behind me, and the birds and the bloody stars were all far away, and I was somehow very small and very lost and lonely like a child astray in the snow. And anything that happened to me afterwards, I never felt the same about again.
(O'Connor, "Guests of the Nation," 21stcenturysocialism.com)

Bonaparte sees himself in a much larger context, that of the entire universe, and realizes that his actions are meaningless in the grand scheme of things. He is "lost and astray" because he has no moral grounding to explain his actions to himself; instead, he committed murder in duty to his cause, and now feels that perhaps those murders, far from being a key point, were simply without purpose. Far from being filled with patriotic pride, Bonaparte is unable to reconcile his brutal actions with the enormity of the universe; without the single driving force of religion or cause, Bonaparte has no structure on which to place his actions.