Folktales don't have to have a moral, but I find that they often do. Folktales are told orally, and because of this they change over time to fit the cultural ideas of the day, which, in turn can go hand in hand with an application.
I think the intended moral in this story was to express the ridiculous idea that women are made to have children and have a family, and without this, they have no other purpose. It doesn't matter what the woman wants; she must do what is expected of her, regardless of her thoughts and feelings on the matter. This is evident with first her shadow leaving her, and then the way she is treated and shunned by her community. Her non-conformity is her undoing.
I feel like basic marital communication might have saved the entire tragedy from happening to begin with, but perhaps she didn't feel she couldn't talk to him about it, as we know how he reacted when he saw that she had no shadow.
What do you think? And by the way, no question is ignorant of it's asked in order to learn!