Mrs. Mitty is like a caricature of herself. She's so bossy, so overbearing, and so domineering that she stands out in a story in which she only has five lines. Behold, all of Mrs. Mitty's dialogue, which pretty much speaks for itself:
"Not so fast! You're driving too fast! […] What are you driving so fast for?" (2)
"You were up to fifty-five. […] You know I don't like to go more than forty. You were up to fifty-five. […] You're tensed up again. […] It's one of your days. I wish you'd let Dr. Renshaw look you over." (3)
"Remember to get those overshoes while I'm having my hair done, […] You're not a young man any longer. […] Why don't you wear your gloves? Have you lost your gloves?" (4)
"I've been looking all over this hotel for you. […] Why do you have to hide in this old chair? How did you expect me to find you? Did you get the what's-its-name? The puppy biscuit? What's in that box? […] Couldn't you have put them on in the store? […] I'm going to take your temperature when I get you home." (14)
"Wait here for me. I forgot something. I won't be a minute." (15)
All she really does is tell Walter what to do or scold him for doing it wrong.
Mrs. Mitty is so over-the-top it might make you angry. One perspective is that Thurber is being sexist here by caricaturizing what he seems to think wives are like. He limits the character of Mrs. Mitty to nothing more than some negative stereotypes, and that's just not OK.
Another perspective is that Mrs. Mitty is just a humorous character who is certainly not meant to comment on women in general. Thurber needed an over-the-top wife to explain Mitty's retreat into fantasies, and Mrs. Mitty fit the bill.