I believe the theme of this story is that truth is sometimes better left unsaid[or "truth kills"]. Like in this story, the guy loved this woman and thought she had loved him back. He would have never thought that she would go out and try to deceive him. He would have lived happier, if he thought that she was still faithfully clinging and loving him silently even in death. Yet he was very oblivious and curious to know the truth of why she had died, and that truth eventually killed him.
The theme is him mourning for the loss of his lover. "Having gone out in the rain one day, to deceive her lover, she caught a cold and died." He looks at it and you know he feels betrayal. All in all the story shows love, grief, and betrayal. He was devastated that he lost her because she wanted to deceive him.
