Given the association of horns with cuckoldry, I suspect there’s a specific implicit indignity that the Bicorne’s prey was assumed to have endured.

(And the messages in stories of this sort underscore who’s telling and who’s preserving the stories, of course. Note that, for some mysterious reason, there’s a glaring deficiency of folkloric boogeymen who punish adult misbehavior toward children; Saki’s Sredni Vashtar fills a necessary niche!

Comes to that, the Aesop behind the Chichevache could be interpreted as, “Don’t put up with shit from your husband, or a horrible monster will eat you!”)