Reading this question I was reminded of a TV show I saw a long time ago that has an ending almost identical to the short story described there.
The TV Episode, as I remember it, was black & white and involved a married man who went to some kind of show to see a woman strapped into an electronic machine that kept her alive (as I recall, it's an electric chair, so some irony that it is sustaining her life rather than taking it). I don't think she was able to speak, but somehow communicated with him and induced him to keep coming to see her. Eventually she convinces him to try to free her from the machine. The man's wife then comes looking for him, and the episode ends with the wife seeing the woman who used to be in the machine advertising a show with a man in the machine.
I think there was an element of the married man leading an extremely boring life, and the woman at the show offered an element of excitement.
I also vaguely remember her lighting up light bulbs with her hands being a feature of the show she was in. Maybe as part of a circus act. The circus element makes me think of Ray Bradbury, but I couldn't find any TV production he was involved in that matches this.
I'm almost certainly getting some details wrong since this was probably more than 15 years ago that I saw it. I was thinking it was a Twilight Zone episode, but haven't been able to find anything in Twilight Zone episodes that looks right.