I’ve thought about this a lot, and my interpretation is that the father died on the battlefield and had been wandering like a lost soul. Even when Grace brings him to the house, he’s still a lost soul. I don’t think he even knows he’s dead yet, because Mr. Tuttle asks Mrs. Mills, “do you think he suspects anything?” To which she replies, “no, I don’t think he even knows where he is.” He’s sort of just going through the motions.
When Anne tells her dad what happened the night Grace went mad, that’s when he realizes they’re all dead. He says he has to back to war and that it’s not over, but part of the truth is that he’s leaving because he doesn’t want to be in the house with Grace to begin with.
Grace had screamed at him about how he didn’t even have to fight; he volunteered. And she claims the reason he left was more than just the war; he wanted to leave her and couldn’t stand being trapped in the house. But for her, loving him was enough to bear “living in this darkness, this prison.” I think that’s part of the reason he eventually chooses to leave them again to go “back to the front.” And I don’t believe he went into a heavenly afterlife; he just left to continue wandering, maybe returning to the front, which is why he whispers “forgive me, Grace” before he disappears.
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