WARNING: Spoilers for The Haunting of Bly Manor.
Why exactly do young Flora and Miles lock Dani in a closet during The Haunting of Bly Manor? In episode 1, "The Great Good Place", the two English children befriend their new American au pair, then terrify her without fully explaining why. The beginning of The Haunting of Bly Manor provides some clues about the kids' motivations, but doesn't fully explain their actions until later on.
Developed for Netflix by Mike Flanagan, The Haunting of Bly Manor jumps back and forth in time for narrative misdirection. The series begins with Dani Clayton (Victoria Pedretti) agreeing to look after two children, Miles (Benjamin Evan Ainsworth) and Flora (Amelie Bea Smith), who lost both of their parents in an accident, along with their previous au pair, Rebecca Jessel (Tahirah Sharif), to a presumed suicide. At Bly Manor, Dani meets the housekeeper, Hannah Grose (T'Nia Miller), and learns about talismans that Flora uses as protection from evil forces. On the first night, Flora tells Dani not to leave her room, but the au pair doesn't take the seven-year-old seriously. The following evening, Dani accidentally kicks over a standing talisman in Flora's room, and she's subsequently locked in a closet by Miles and Flora.
The Wingrave children lock Dani in a closet for her own protection. By kicking Flora's talisman, Dani awakens the Lady in the Lake - the primary villain in The Haunting of Bly Manor. The Netflix series eventually reveals that the property is haunted by a woman named Viola, who lived at Bly Manor centuries before, and was murdered by her sister after a prolonged illness. Viola's faceless, restless spirit sleeps at the bottom of a lake (i.e. purgatory), and occasionally roams the property to look for her daughter. Miles and Flora know that Viola is dangerous because they previously saw her kill Peter Quint (Oliver Jackson-Cohen), the love interest of their former au pair, Rebecca. So, the Wingrave children trick Dani to prevent another attack.
In the fifth episode of The Haunting of Bly Manor on Netflix, the Lady in the Lake kills Peter for simply getting in her way. The tragedy sets in motion a dark subplot involving the au pair Rebecca, but also informs the audience about the Wingrave children's perspective. Flora uses talismans to literally track the activity of ghosts within the manor. When the Viola doll isn't hidden under Flora's drawer, it's clear that she's out of the lake. And so the kids lock Dani in a closet for practical reasons. When the au pair is finally let out in The Haunting of Bly Manor, she spots muddy footprints in the hallway — evidence that the Lady in the Lake has, indeed, been roaming the manor. Only Miles and Flora know that, though.
The closet sequence in The Haunting of Bly Manor also links to another spooky subplot. As Dani frantically tries to escape, she spots a male ghost in a mirror after having previously seen him twice before. By the fourth episode of the Netflix series, it's revealed that Dani was traumatized by the death of her fiancee, Edmund, who died less than a day after being dumped. Dani's emotional trauma is "the catch" that Henry Wingrave inquires about at the beginning of the series. It's also the thematic foundation for the climactic suspense in The Haunting of Bly Manor.