Historical context is key in "The Secret Miracle" – change the time and place, and you've got yourself a totally different takeaway. World War II was pretty much the worst thing ever: it led to the death of countless people, including millions of Jews by acts of Nazi genocide. That's why, by the end of the story's first paragraph, we have a really bad feeling about what's going to happen to our Jewish protagonist. We kind of expect the relationship between Jaromir and his Nazi captors to be full of prejudice and hatred, but that's not the way Borges depicts it. Instead, he depicts a relationship with hints of compassion and respect between Jaromir and the Nazi soldiers. Hmm, what do you make of that?
Regardless of historical context, the Nazis aren't really Jaromir's enemies in this story.
The fact that Jaromir and the Nazi soldiers can get along and even act friendly toward each other makes the war seem totally pointless.