What is the moral, theme or lesson that is being taught in "Once Upon a Time"?

The central theme brought out through this short story is the idea that human fear represents the greatest obstacle to human happiness.  The family "loves each other very much," as indicated in the opening details.  This love for one another creates a perpetual and increasing fear of the disruption in the outside world.  The family's fear of crime, urban unrest, and overall freight of "the other," compels them to increasingly insulate themselves without an examination of these feelings.  Each time someone in the story suggests a protective measure, the family does not hesitate to acquiesce with their general refrain "Let's take heed of their advice."  The family seeks to keep the outside world and its threats at bay, but in the process, they actually end up bringing greater harm within their protected world of wealth and privilege.  Their desire to protect themselves driven by the fear of what lies outside their electronically controlled gates, actually sows the seed of their own destruction, as the boy climbs the wall at the end and is repeateadly pierced by the glass shards that lie at the top of the wall.  The penultimate measure of protection ends up becoming the undoing of the family.  Each step towards the accomplishment of an impossible ideal is a step toward their own personal destruction.  I think it's important to not try to ascribe morals to a writer who is as complex as Nadine Gordimer.  The opening of the story indicates that she is not going to be fit into some arbitrary box of what a writer "should be."  Rather, in telling the story of this family, Gordimer raises a serious theme of the results of acting out of irrational fear and not examining one's values in a thorough and lucid manner.  The family consistently believes that the outside world is the monster, yet through their fear, the monster actually walks amongst them.  In the desire to eradicate insecurity, disastrous consequences result.  It seems that Gordimer is suggesting that in the modern setting, fear and insecurity is constant companions.  Rather than seeking to eliminate them, one might be better off in attempting to simply understand their presence and their function.