What does Saki make us feel about Conradin in Sredni Vashtar?

By portraying Conradin's aunt as a domineering and suffocating presence in his life, Saki causes us to sympathize with the protagonist. Additionally, since Conradin's life is one of unmitigated "dullness," we are further receptive of his efforts to remedy his dismal situation.

One of these days Conradin supposed he would succumb to the mastering pressure of wearisome necessary things--such as illnesses and coddling restrictions and drawn-out dullness. Without his imagination, which was rampant under the spur of loneliness, he would have succumbed long ago.

In the story, Saki describes Mrs. De Ropp as insufferably self-righteous. Her only purpose in life seems to be that of depriving Conradin joy.

Mrs. De Ropp would never, in her honestest moments, have confessed to herself that she disliked Conradin, though she might have been dimly aware that thwarting him for his good'' was a duty which she did not find particularly irksome.
After a while Conradin's absorption in the tool-shed began to attract the notice of his guardian. "It is not good for him to be pottering down there in all weathers,'' she promptly decided, and at breakfast one morning she announced that the Houdan hen had been sold and taken away overnight.
"What are you keeping in that locked hutch?'' she asked. "I believe it's guinea-pigs. I'll have them all cleared away.''

As can be seen, any innocent and enjoyable pursuit of Conradin's immediately comes under the suspicion of Mrs. De Ropp. Her religion is predicated on maintaining a proper appearance of respectability at all times. As such, any departure from the norm is scrupulously and mercilessly punished.
In the story, Conradin has to hide his "secret and fearful" joys from his guardian. His prized polecat ferret, Sredni Vashtar, is chief among his possessions, and he does everything he can to shield it from Mrs. De Ropp's gaze. During private moments, he uses his imagination to conjure up a fantastic world ordered by a new religion he has created, one predicated on the "fierce impatient side of things."
Thus, from his portrayal of Conradin's cheerless existence, Saki causes us to feel great sympathy towards his protagonist.