Such an ending would clearly rob this brilliant short story of much of its satirical irony. If Gortsby had not found the soap, then he would have been left to conclude that he was right in the assumptions that he made and that the young man was a confidence trickster who had not thought through his story after all. What is interesting about this story is the way in which the discovery of the soap, the one missing piece of evidence that would have proved the young man to be speaking the truth, made Gortsby realise that perhaps he had judged by circumstances too strongly, at the expense of discovering the truth. Consider what Gortsby says to himself as he walks away having given some money to the young man:
It's a lesson to me not to be too clever in judging by circumstances.
The intense irony in this quote is that, unbeknownst to him, Gortsby has yet again fallen into the trap of judging by circumstances in the way that he has assumed the missing soap belonged to the young man. A different ending would rob this story of this biting irony.