The writers have some fun with the communication theme with Victoria, as she takes offense to both Bobby and Dean translating “fancy lady” as hooker. She ends up as the conduit for Bobby to explain what he knows to the boys, though she would rather have polite conversation. Sadly for her, her ability to reach the boys leads to her "death"--which is what? Heaven? Non-existence? Purgatory?
Supernatural has always been a wonderful show for musing on life’s big existential questions. The writers don’t try to arrive at an answer, but rather use the characters to discuss subjects like good and evil, right and wrong—and here, what happens after death. Bobby knows heaven, hell and purgatory exist, all too well. But what happens to the ghosts who stay behind and then are burned? Do they go on to their original destination? Or is the spirit actually completely destroyed, turned to nothingness?
The discussion is important to Bobby and Annie, because Annie wants Bobby to make sure her body is burned. Nothingness sounds good to her. She doesn’t miss the life she led. Annie had no one to love, just a series of foxholes, also known as one-night stands with other hunters (like Sam, Dean and Bobby!). Annie looks a little askance at Bobby’s risky decision to dodge his reaper, because of the probability he will go mad and become a vengeful ghost. She admits the difference between the two of them is Bobby did have people to love—he had Sam and Dean. But is that a good reason to stay tied to the boys?
The question hangs in the air as Bobby and Annie go about their hunt in the same space as Sam and Dean, but in different worlds. The haunted house is a great setting for a really scary ghost story. “Of Grave Importance,” despite delivering a couple of jumpy moments, never builds the kind of scare factor an episode like “Bloody Mary” did. I don’t think that’s a failure, though, as I don’t think the writers were aiming to write that kind of episode.