"Keeping a promise" means doing what you say you are going to do. The Hadleys are not very good at keeping promises. Or, at least, they are not good at being decisive. It is hard for George to know what the "right" thing is for the children. Perhaps his problem isn't that he can't keep his promises, but he makes the wrong ones.
At any rate, the one time the word "promise" appears in the story is when George promises Lydia that he will turn the house off. Specifically, Lydia says
"You've got to tell Wendy and Peter not to read any more on Africa."
"Of course - of course." He patted her.
"Promise?"
"Sure."
"And lock the nursery for a few days until I get my nerves settled."
"You know how difficult Peter is about that. When I punished him a month ago by locking the nursery for even a few hours - the tantrum he threw! And Wendy too. They live for the nursery."
"It's got to be locked, that's all there is to it."
"All right."
Reluctantly he locked the huge door.
What follows is a protracted negotiation with the children about turning the nursery off; the children are very upset, and George waffles a bit. When it finally comes down to it, and George has turned the room off, the children plead for just five more minutes. Lydia intercedes for the children, and George reluctantly turns it back on. But the children trick their parents into going into the nursery and lock them inside, with the lions. What happens next is not completely clear: "Mr. and Mrs. Hadley screamed. And suddenly they realized why those other screams had sounded familiar."
One could interpret this as meaning that George, once he had turned the nursery off, should have "kept" his promise and not turned it back on again (note that Lydia, the one that made George promise to turn it off, is the one who pleads with him to turn it back on). At one point in the story, McClean mentions a proverb to the effect that "Children are carpets, they should be stepped on occasionally." Are we to understand the story as a kind of cautionary tale, about what happens when children are not properly disciplined?
I think the "promise" in question is really the promise parents make to care for their children. George and Lydia are completely removed from their childrens' emotional lives; they have replaced real love with the machinery of the house. The promise they broke, and the reason the children fantasize about their deaths, is the promise to love them.
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