The story teaches readers about capability.  When the story first begins, the reader never once would have thought that Mary Maloney was capable of killing her husband and getting away with it.  I don't think that Mary Maloney even thought she could be capable of it.  When the reader is introduced to Mary, she is calm and mild mannered.  She is a classical, doting wife who only lives to be in the mere presence of her husband.  

She loved to luxuriate in the presence of this man, and to feel-almost as a sunbather feels the sun-that warm male glow that came out of him to her when they were alone together. 

She is meek, mild, and passive to a fault.  No way I thought her capable of cooking and feeding a murder weapon to a bunch of cops.  That's twisted.  Of course Mary primarily  changed when she realized that her unborn child was in danger.

On the other hand, what about the child? What were the laws about murderers with unborn children? Did they kill then both-mother and child? Or did they wait until the tenth month? What did they do?

Mary Maloney didn’t know. And she certainly wasn’t prepared to take a chance.

The reader, and Mary, learned what she was really capable of doing when her life and her child's life were at stake.  

I think that is the main teaching lesson of this story.  A person doesn't really know what he/she is capable of until they are put to the test.