In "The Lady or the Tiger?" what is Stockton saying to his readers?

The moral of the story is the power of choice. In many ancient fables, human beings are presented as being the mere playthings of fate or chance, or in some cases, the gods. Yet in "The Lady or the Tiger?" everyone concerned acts according to a deliberate choice they've made. The king, as the most powerful man in the land, naturally has the most choice. He is a "half-barbaric" king and as such can do pretty much anything he pleases. His daughter, the princess, exercises what little choice she has in helping the courtier to avoid being mauled to death by a tiger. As for the courtier himself, he chooses to seek the princess's hand in marriage, despite knowing of her father's fearsome reputation.
Our choices, like those of the characters in the story, have consequences, even if we cannot always foresee them. The ambiguous ending of "The Lady or the Tiger?" is a neat illustration of this.

Stockon is saying to his readers that people can be motivated by both good and evil desires. The princess, who knows which door hides the tiger and which hides the beautiful maiden, must make a moral decision. Her good side, which loves the young man and therefore would want the best for him, would point him to the door with the maiden. This would be the path of self-sacrifice. The princess would be jealous and heartbroken to see the young man marry another, very beautiful woman. Yet it would be allowing her beloved life and the possibility of happiness.
On the other hand, the evil side of the princess would not want the young man to have any happiness that did not include her. She would not want him enjoy life with another woman. This side would rather see him dead than to watch him happy with someone else. This selfish side of her would rather see the beloved devoured by a tiger than married to another.
What door we believe the princess would choose can also tell us something about ourselves—and that might be Stockton's main point to his readers. His story asks, what would you do in the princess's shoes, and leaves you, the reader, to decide, and then perhaps think hard about your choice.