The sultan's wrath
The sultan's wrath is a picture of the intense nature of rejection, and it also describes paradoxically what is wrong with the sultan's response. He is plainly illogical in his behavior, and his behavior is clearly not the behavior of someone who understands what love is supposed to look like. That's different than saying he deserved to be cheated on, but it does mean there are things he has to learn.
The motif of sexual violence
Shahrazad has a bone to pick with men who use their authority to get laid. In her stories, the reader sees through common motif the full spectrum of this problem, from absolute rape and carnal violence and hatred, all the way to enticement and threat, both situations that might describe Shahrazad's own situation, given her literal sexual slavery.
The motif of murder
Shahrazad knows a thing or two about audience. Although her audience quickly grows, her original audience was only a murderous sultan with intentions to rape and kill her. Instead of allowing this, she tells him stories, and she tells him through motif that she understands why he feels morally entitled to murder her—many people get murdered in her stories for exactly the same reasons he wants to murder her. But her tales of true love are an invitation to see her without his blinding misogyny.
Sindbad's fear
Because this is a retelling of standard stories, we meet characters who have been well-known for ages and ages, like Sinbad the sailor. When we meet Sindbad, the question of fear comes up, though, and he admits something the original stories do not: He was always scared, and lonely on his famous adventures, symbolizing the remembrance of the real sacrifice of heroism—which is that they are real people who suffer.
The magical cave and treasure
One might view the magical cave as a kind of sexual metaphor. The cave is associated with feline elements, and the treasure is tempting but not to be disturbed. Only one man may enter, and it is a test of his honor to do so. The metaphor is a nice reminder that men have an obligation to the women they have sex with to be honorable in their intentions, so they don't end up stealing something important from her by using her as an object.
