The fact that the Kellers are in the dark about their daughter’s death means there’s some conflict already involved in this initial situation. They’re going to have to find out eventually, so right away we start building towards the final scene which, as you know by now, Nabokov delightfully denies us.
Chorb is well on his way to completing his weird "let’s travel backwards through time to replace the ghost of my dead wife with a new and perfect image" thing when he realizes that there’s one more obstacle to jump: the wedding night. His quest continues as he travels out into the streets in search of a prostitute to help complete the test.
That was our interpretation of Chorb screaming. We think the appearance of your dead wife’s ghost needs no explanation.
Suspense seems to build most as the Kellers approach the door, since we know everything is going to fall apart soon as they find out that 1) their son-in-law is in a seedy hotel room with a prostitute, and 2) their daughter is dead. Someone’s going to have some explaining to do.
This is where we get the rug pulled out from under us. The denouement stage is when everything is explained/made clear/reconciled. But that doesn’t happen here. The door closes behind the Kellers and Chorb, and we, the reader, are left in the hallway with the scrawny lackey and one very confused prostitute.
The very lack of denouement becomes the conclusion for "The Return of Chorb." That’s just it – no explanation or reconciliation. Just silence.