How does the shift in structure from an autobiographical tale to a "bedtime story" affect the reader?

The autobiographical structure that frames the bedtime story establishes a note of resistance—Gordimer doesn't want to write a children's story, as she has been asked to do. It also, and most importantly, strikes a deep note of fear. Gordimer, or more precisely the unnamed narrator, hears a noise in the middle of the night and wakes up. There have been murders in the neighborhood, we learn, and the house is built on "undermined ground." Although the narrator establishes that her house has not been invaded by an intruder, she has been frightened and decides to tell herself a story. Because of this context, the bedtime story to follow is accompanied by a deep sense of unease.
This sense of unease affects us as readers by leading us to expect that the story, which also takes place in a house in a suburb, and featuring a happy, loving family who are living "happily ever after," might also make us uneasy. Given the framing story and the fact we are starting at a point of seeming unrealistic fairytale happiness, we can expect that something bad is going to happen.