The French window standing open gives Vera the inspiration for her ghost story. She hints that if the three hunters were actually to return, as she claims her aunt has expected them to do for the past three years, they would have to enter through that window directly into the living room. This would be unusual behavior because, even if the men had only been gone for one day, as the aunt believes, they would have muddy boots and probably enter through a side door into a little pantry or some such room where they could remove their boots. Saki had to establish that the men were used to entering the living room directly from outdoors and that Vera's aunt didn't mind having the carpeting tracked with mud.
"I hope you don't mind the open window," said Mrs. Sappleton briskly; "my husband and brothers will be home directly from shooting, and they always come in this way. They've been out for snipe in the marshes today, so they'll make a fine mess over my poor carpets. So like you menfolk, isn't it?"
The open door also serves as a constant reminder of the notion that Vera is attempting to implant in the mind of the guest Framton Nuttel. She wants him to believe Mrs. Sappleton lost her mind three years ago when the hunters were sucked into a bog and that her demented aunt has left that window open for the past three years expecting her men to return for tea. It is essential to Vera's ghost story that her aunt should not contradict her when she makes an appearance. Vera knows her aunt will say something about the open door and explain the men will be entering through it when they return, but this will not contradict Vera's story that her aunt believes the men have only been gone for one day rather than for three years.
Saki had to establish that the three men would enter as usual through the open window. That was what frightened Framton. Both Vera and her aunt call his attention to the door and explain why it is standing open in November. Vera explains,
"Out through that window, three years ago to a day, her husband and her two young brothers went off for their day's shooting. They never came back. In crossing the moor to their favourite snipe-shooting ground they were all three engulfed in a treacherous piece of bog. It had been that dreadful wet summer, you know, and places that were safe in other years gave way suddenly without warning. Their bodies were never recovered... Do you know, sometimes on still, quiet evenings like this, I almost get a creepy feeling that they will all walk in through that window —
When the three hunters return after being gone for only one day, both Aunt Sappleton and Vera will focus their attention on the open window, albeit each for different reasons. Aunt Sappleton will guilelessly announce the arrival of the three hunters.
"Here they are at last!" she cried. "Just in time for tea, and don't they look as if they were muddy up to the eyes!"
Vera, on the other hand, looks at the same scene with faked horror. She seems to imply her aunt's steadfast expectation of the men's return somehow brought them out of the bog after three years, with all three are appropriately covered in mud. Framton is a nervous wreck anyway, and he has no time to think. The "dead men" are only yards from that wide-open French window!
Framton grabbed wildly at his stick and hat; the hall door, the gravel drive, and the front gate were dimly noted stages in his headlong retreat. A cyclist coming along the road had to run into the hedge to avoid imminent collision.
The window had to be standing open in order to call attention to it as a mode of ingress and egress. Otherwise, it could have been closed but not locked. If the window were closed, the big pane of glass would obscure the vision of the three approaching hunters armed with guns. The contrast between the darkness outdoors and lights indoors would make it nearly impossible to see anything outside. The vision Framton sees is essential to the story.
In the deepening twilight three figures were walking across the lawn towards the window, they all carried guns under their arms, and one of them was additionally burdened with a white coat hung over his shoulders
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