Mr. Easton is embarrassed because he doesn't want Miss Fairchild to see how far down in the world he's fallen. When she previously knew him back East, Mr. Easton was a member of the social elite. But now, he's nothing more than a common criminal on his way to the penitentiary. Being incarcerated is not something that usually happens to people of Mr. Easton's social class. But then it's not really the done thing to be a humble sheriff either, which is an additional source of embarrassment. In fact, it's a toss-up as to which is the more embarrassing for Easton: to be thought by Miss Fairchild to be a crook or a law enforcement official.

Although Mr. Easton may be on his way to prison, it's telling that he still appears more concerned by appearances than anything else. He may be a crook, but he still retains his sense of due propriety. It's not so much the going to prison that's a problem for Easton, it's the social disgrace that his crimes will bring. Thankfully for him, Miss Fairchild is so blinded by her own sense of social propriety that she's unable to recognize that it is Easton, and not the man handcuffed to him, who's on his way to prison.