How does the beginning of this chapter connect the previous story of a theft to the new one it's about to introduce?

The introduction to Chapter 36 serves as a narrative bridge, linking the previous chapter's content to the new story. It begins by explicitly referencing the "beautiful story of the theft" that was just narrated and reminds the reader of a promise that was given. The text explains that the new story is being told to quench the spiritual "thirst (for devotion)" that the prior tale stirred up. This new narrative is presented as a continuation of the spiritual nourishment, designed to delight the listener, remove worldly misery, and induce a state of happiness. It then formally introduces the next story, concerning two gentlemen from Goa, fulfilling the promise to provide more of Sai's blissful tales.