A short story is confined to one mood, to which everything in the story pertains. Characters, setting, time, events, are all subject to the mood. And you can try more ephemeral, more fleeting things in a story - you can work more by suggestion - than in a novel. Less is resolved, more is suggested, perhaps.
I do not like to employ secretaries that have more wit than myself. I am afraid to make them write all my nonsense.