How does Saki make the ending so powerful in "Sredni Vashtar"?

The ending of Saki's "Sredni Vashtar" is powerful because it has elements of the mysterious and the preternatural that converge with the realism of the story.
Saki's narrative is rife with intense feelings, though many of which are masked. Mrs. de Ropp is the "uninspired" guardian of ten-year-old Conradin,  a sickly, but imaginative boy who "hates this cousin with a desperate sincerity" and is in "perpetual antagonism" with her. She feels it is her duty to thwart the boy "for his good," and it is a duty that she does not find "unpleasurable." With such tension between this stringent adult and imaginative boy, there is generated a tension which becomes almost palpable.
In order to subvert his cousin and to have something on which to pour his affection Conradin keeps a little Houdan hen in a half-hidden, unused tool shed to which his guardian gives no attention. Farther back in the gloom of this old shed is later hidden a "polecat-ferret," surreptitiously brought in for Conradin by a butcher-boy. To this ferret Conradin gives the exotic name, Sredni Vashtar

...for he was a god who laid some special stress on the fierce impatient side of things, as opposed to the Woman's religion, which, as far as Conradin could observe, went to great lengths in the contrary direction.

Every Thursday Conradin holds a "mystic and elaborate" ceremony before the hutch of Sredni Vashtar, "the great ferret." He celebrates some ailment of the woman such as a severe toothache, and offers the ferret some stolen nutmeg in homage. 
After some time and to Conradin's dismay, his guardian discovers his visits to the Houdan hen, and she has the unfortunate bird taken away. In protest, Conradin sets his face stoically and declines without emotion to eat his toast at tea time. 

"I thought you liked toast," she exclaimed, with an injured air, observing that he did not touch it. "Sometimes," said Conradin.

Later, when he has the opportunity, Conradin visits the tool-shed:

...in the evening there was an innovation in the worship of the hutch-god. Conradin had been wont to chant his praises; tonight he asked a boon.

In supplication to Sredni Vashtar, Conradin requests that the "polecat" avenge the loss of the hen. But, he only says, "Do one thing for me, Sredni Vashtar." The boy leaves it up to his revered god to act according to its nature. With a sob for his lost pet, Conradin returns to the house. Every night Conradin repeats to his god, "Do one thing for me."
Finally, Mrs. de Ropp notices that Conradin still goes to the old shed. Angrily, she asks the boy what he yet has in there. After she discovers the hutch, she tells Conradin that she suspects that he has guinea pigs; these, she declares, will be cleared out the next day. In despair, Conradin feels certain that the woman will go in the shed the next day and come out in triumph. His ferret, a god no longer, will then be carried out by the gardener. In despair Conradin chants loudly and fervently "the hymn of his threatened idol":

Sredni Vashtar went forth, His thoughts were red thoughts and his teeth were white. His enemies called for peace, but he brought them death. Sredni Vashtar the Beautiful.

The boy's intense belief in his god, his powerful feelings of hatred, and the innate nature of the polecat converge as does happen in life. Of course, realistically, the intrinsic nature of the ferret probably causes the demise of Mrs. de Ropp, but there is a possibility of the power of the human will as a factor. What also takes the ending further than reality is the cool and preternatural indifference displayed by Conradin when he discovers that Sredni Vashtar has, indeed, avenged him.