So as to not expose the truth. I’m unsure about the background of the question
Answer:
He helps her with her fear of monsters by going along with it. He calls it the Imaginary Demon. By making her fear seem like a "real" thing, it adds humor to it and makes it less frightening.
Answer:
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.