What do you think this story is about? It could be the nightmarish logical conclusion of one person treating another as a possession. The end, the knowledge that comes to Eréndira at her freedom and immediately matures her face seems to me to be about the price of assuming responsibility for the self. Sometimes we'll put up with an enormous amount of pain, conspiring with our oppressors, simply to avoid seeing.
The last story of the Innocent Eréndira collection, the title story, brings back as supporting players some of the characters which appear in the earlier story. It's also suggested that the hero Ulises (a hero almost by default) is descended from the winged ancient in the first story, A Very Old Man with Enormous Wings:
"The one with wings was my grandfather", Ulises answered in his natural way, "But nobody believed it".