This episode's story of a man haunted by an invisible presence was my first exposure to Maupassant and led to my reading two collections of his short fiction; he didn't write much in the supernatural vein and I found his cynicism to be overwhelming at times, but I was fascinated by the notion of a man who wrote tales of madness, then ultimately succumbed to madness himself. Many of his stories are quite clever, like a subdued Saki. I recommend investigating his bibliography.
There's an anecdote about how during one broadcast of Mystery in the Air, Lorre's performance became so intense that he accidentally flung his script away and had to ad-lib the rest of the program; I don't know which episode it would be, but based on the intensity of this program's finale and his sudden closing apology, this may be the show in question.
You can download a copy of this radio show from archive.org here.