O. Henry has a point, but I would like to elaborate on this great writer’s quote. I write what I think the reader might enjoy. However, I select a story to convey an idea, philosophy or tragedy. It is important to convey a point in your story, but it is so very important to consider the audience you will convey it to. Without them the short story will die.
For example, one of my short stories, Death At My Door, is about a young man who grows up influenced by the violence all around our current world. His whole world is contaminated by the video games that involve destroying an object. He experiences transference of these feelings of joy and accomplishment he gets from playing the Game Boy. But he allows himself to be dominated in a way that is incoherent and simply wrong.
Please read the outcome of Death At My Door. You might find the message interesting.