The eavesdroppers' brief conversation reveals the story's twist: that Mr. Easton is not the marshal, but rather a prisoner handcuffed to the marshal on his way to Leavenworth prison. We need the eavesdroppers to reveal this information because Miss Fairchild's completely in the dark. She sees the well-dressed, dapper young man she knew back East and immediately assumes that he must be the marshal. After all, why else would anyone from such a well-heeled background be on his way to prison?

All the evidence is staring the young lady right in the face but she's too blinded by her snobbish assumptions to see this. She comes from a social environment in which appearances count, and so her shallowness prevents her from recognizing that the man she once knew—or thought she knew—is actually a common criminal.