In the excerpt from "The Open Window," Framton Nuttel's assumptions about the strangers living in the area are shaped by the atmosphere of the room and his interactions with the young lady. The fact that he hardly knows anyone speaks to his isolation and perhaps his vulnerability. The young lady's question about whether he knows the locals indicates that she is familiar with the social dynamics, which may lead Nuttel to assume she has a better grasp of the people in the area, including her aunt, Mrs. Sappleton.
From the context, we can infer that Nuttel is likely to assume Mrs. Sappleton is either married or widowed, as this would be a common social expectation given the time period and setting. Thus, the most fitting response would be: He assumes Mrs. Sappleton must either be married or widowed.