What was the housemaid afraid of?

The author never explicitly says this story takes place in South Africa. But Gordimer has written about her native South Africa in other works. She also mentions Chopi and Tsonga miners in the beginning frame story. These would be workers from the neighboring country of Mozambique. So, overall, this story does allude to the political and racial tensions in South Africa during this time. (The story was published in 1989.) From 1948 to 1994, South Africa was ruled by a system of racial segregation and oppression called the "apartheid." A white (British) minority ruled (and oppressed) the black majority in this country. From 1989 to 1994, there were riots and this civil unrest led to the fear described in the story. 
In the "bedtime story," the family is afraid of the riots, crime, and home intrusions that occur as a result of these political and racial tensions. The housemaid shares those fears. But her fears increase when she hears a story about an attack on another housemaid: 

The riots were suppressed, but there were many burglaries in the suburb and somebody's trusted housemaid was tied up and shut in a cupboard by thieves while she was in charge of her employer's house. 

The housemaid decides that she is in as much danger as her employers and pleads with the family to install bars on the windows and doors. She also asks for an alarm system.