As many of his other stories, Hemmingway has portrayed an American couple as being unable to get in touch with their emotions. The husband is busy ignoring the wife's worries. The cat in many ways serves as the image and the symbol of this lack of connection between the couple. The wife, unnamed, indicates that she worries about the cat and does not want it to be hurt or confined by the rain. Her inability to free it from those constraints coincides with the fact that she is kept confined by her husband and unable to pursue her own interests or her own life.
In many ways Hemmingway is suggesting that the wife feels the same way as the cat. She cannot grow her hair out the way she wants, she cannot go out and pursue things as she desires, just as the cat is limited by the rain. Of course, both of them could go out and risk getting wet or breaking all kinds of social constraints, but at the time, this really was as unthinkable for the wife as it was for the cat.