Later in the day, after he has spoken with Ernestine, the burglar's wife, Maigret notes that the wasp mentioned in the passage above has still not found its way to the window. I suspect its continuing circular and pointless journey is an allusion to the frustration Maigret feels with the investigation which begins with Ernestine's visit. This is a story about Maigret being uncertain: he is never sure if his investigation will succeed, or if he is investigating a murder which has actually taken place. The motives and actions which interest him and which he seeks to analyse here are his own.
Alfred Jussiaume, known as Sad Freddy, is a safe-breaker who is slowly working his way through the dozens of safes he installed in Paris as an employee of Planchart, and he cracks them with such skill that even the police speak of him with awe. Nothing will divert him from his quest, not even the risk of capture or the years he inevitably spends in gaol, as he believes that at least one safe in Paris must have been installed for the purpose of storing valuables rather than documents. If he just persists with his safe-breaking the day must come when he will uncover the perfect haul, and that haul will allow him to retire to the country. Perhaps the wasp provides a metaphor for Sad Freddy's quest as well.
But what Sad Freddy possesses in skill is offset by what he lacks in luck. His haul to date has amounted to a great many title deeds and very little cash. And on the very night that he sits on the floor of a dentist's study in Neuilly-sur-Seine, and before a safe holding more gold than he could ever spend, and that not even legally obtained, he finds that he is sharing the room with the dead body of a middle-aged woman, one who has clearly been murdered. Sad Freddy panics: he abandons his attempt on the safe, leaves behind his tools, discards his bicycle in the Seine, and immediately leaves Paris by train, stopping only for a brief explanatory call to his wife. This is the story that Ernestine tells to Maigret.