One purpose of the story is to make the reader feel uncomfortable. Throughout, there is no character to truly sympathize with, and no character who is heroic. Each character is self-absorbed and deliberately unlikeable, and so the events of the story read as the comeuppance of bullies and exposure of frauds rather than an adventure or suspense story.

Kenny's blankets were bunched up against the tailgate again.
"They must have blown off," Tub said.
"They're not doing him any good," Frank said. We might as well get some use out of them."
(Wolff, "Hunters in the Snow," classicshorts.com)

The characters are so unsympathetic that even their secrets -- Tub overeating, Frank cheating -- seem more like boasting than guilty admission. It is hinted that Tub is deliberately taking revenge on Kenny for past abuses, even though the initial shooting was an accident, and so Frank and Tub "bonding" over their secrets is that much more callous. There is no catharsis in the story, just the activity of selfish men without redemption.