When Mr. Easton mentions the ambassador, the young lady says that the ambassador doesn't call anymore and that he needn't ever have done so.
Next, she changes the subject about the ambassador and begins to talk about Mr. Easton. The young lady proclaims that Mr. Easton probably lives differently from his former days in Washington. She maintains that he must ride and shoot at criminals in his new line of work. Interestingly, she also proclaims that Mr. Easton must be one of those "dashing Western heroes" so often discussed in popular circles.
From the young lady's agitated reply, we can speculate that the ambassador may have been a former suitor who disappointed her in some way. Her words "he needn't ever have done so" insinuate that the ambassador was never a strong contender for her affections.
The young lady's words about Mr. Easton also show that she may only have surface knowledge about his supposed line of work. Throughout her interaction with Mr. Easton, the young lady fails to notice how he has been cuffed. We can thus conclude that, because of her limited knowledge, she is none the wiser about Mr. Easton's criminal status.