Well, don't you see? If Phil is her husband, then he shot Robert because he found out about him and Polly.
9 seconds sound clip from the After the Thin Man (1936) movie soundboard.
You can hear this line at 01:13:53 in the DVD version of the movie.
Quote context
[...]
- What are we supposed to do? Send him an anniversary present?
- And have him here keeping us up all night?
- You swallowed that address. How could you?
- And I've been boasting about what a smart dog you were.
[...]