Why did the buntings fail capture the burglar in spite of all the presence of mind and courage? 

Or 

How did the burglar manage to steal the money even when the buntings had awakened from sleep?

Mrs. Bunting got inkling that there was an intruder in the house when she heard the noise made by the opening and the closing of the door. Instead of getting panicked she acted with composure. She simply sat in her bed, straining her ears to catch some sound that would confirm her doubt was not unfounded; she quietly woke up her husband. Mr. Bunting, too, took stalk of the situation without raising an alarm. He put on his bath slippers without striking light. He went on the landing to listen further to the sound made by the burglar and guess his exact location. He could hear distinctly some ruffling sound in his study. In addition, someone’s violent sneeze left him without doubt about the presence of equips himself with a suitable object to face the intruder. He chose a poker and proceeded towards the study-room. The lady of the house, thought white with fear, also followed Mr. Bunting to give moral support. They heard a candle being lit in the study room. Mr. bunting peeped thought the crack of the door very cautiously and found his drawer open with the candle lighted on the desk. The couple stood undecided. The intruder went one step further and managed to his hands on the reserve of gold saved for house-keeping. The money made. a clinking sound when it was taken out. Now the buntings couldn’t stay back any longer and entered the room bravely demanding the burglar to surrender.

However, they couldn’t capture the intruder because they failed to see anybody in the room. When they heard the burglar sneezes again in the passage, they rushed after the sound. The kitchen door opened and closed but they still couldn’t see anyone.

Hence, despite their grit and presence of mind the burglar couldn’t be capture by them. He took advantage of his invisibility and escaped easily without being seen or caught.