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To keep us guessing and add an air of suspense

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it is stated that he is leaving her in some way as he said: "'of course I'll give you and see you’re looked after'"

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I think Patrick told Mary that he will be leaving her (divorce). He was acting distant since he returned from work. Telling her to sit down, ignoring her acts of kindness, or blankly responding in words like "no", and "hallo". He mentions how he will still provide care (we can assume it's because she is with child-his child). And in paragraph 37, it describes how Mary sat still as he explained, watching him with a dazed horror (the complete opposite of how she felt his "warm male glow" previously).

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From textual evidence leading to the break of the news, we know Mary has been a devoted and fulfilling wife, until she "slaughtered" her husband impulsively (maybe because he was not displaying the same effort). The author avoiding his direct statement built suspense (and dramatic irony due to the title). This also gives the reader a chance to predict/create any possibility of Patrick's statement.

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I think he told her that she has to move out of their house for some period of time due to safety concerns. I say this because he's a police officer and risks must come with the job. Patrick said there needn't be much fuss about the news which means it's not that consequential. He's a police officer so he wouldn't treat serious manners with such levity.

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Dahl chooses to avoid directly stating the news so it can slowly be revealed over time and at the desired pace.

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He states there is big news to tell her, and that he will give her money and she will be taken care of.

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He says that it'll be a shock and that it's bad timing. He also says that Mary will receive money and be looked after. He says "there needn't really be any fuss" because of his job, but does not state why.

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Patrick states how much thought he has put into what he wants to speak with her about, and how he will take care of what needs o be taken care of after, but he never explains the reason as to why what is happening is happening.

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I believe he told his wife that he wanted to end it. Not only was this shown by his body language and tone throughout the paragraphs and more specifically in the ending ones. “This is going to be a bit of a shock to you, I’m afraid,” he said. “But I’ve thought about it a good deal and I’ve decided the only thing to do is tell you right away." It lead me to believe that he had lost interest in her and felt it was only right to tell her immediately.

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I think he did this too show how bad Patrick felt and it gave it more surprising feel to it.

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He made to sure to state how sorry he was but never specifically stated what he was sorry for.

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What is stated is that he was sorry. What was unstated is exactly why.

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I believe he avoided saying it because he felt so bad and and couldn't bring himself to say it.