One common theme is the loss of innocence. Soldiers often go into war as naive young people and come out changed forever. For example, in 'All Quiet on the Western Front', the main characters lose their youthful optimism very quickly. Another theme is the futility of war. These stories often show that war doesn't really solve anything and just causes destruction and death. In 'The Red Badge of Courage', the chaos and senselessness of battle are evident. Also, separation and loneliness are common. Soldiers are separated from their families and comrades die, leaving them alone, like in many of Hemingway's war short stories.
The theme of death is everywhere in sad war short stories. It can be the sudden death of a comrade in battle or the slow death of hope. In 'A Farewell to Arms', death haunts the characters throughout the story. Disillusionment is also a big theme. Soldiers start with patriotic ideals but end up realizing the true horror of war. In 'The Sniper', the sniper is disillusioned when he realizes the nature of the conflict. And there's the theme of the inhumanity of war. How war turns people into killers and makes them do things they would never do in normal circumstances, as seen in various war short stories.