Mr. Easton, though now on his way to Leavenworth prison, originally comes from an elite social background. That's why Miss Fairchild, who once moved in the same circles as him, automatically assumes he's a marshal escorting a prisoner to jail rather than a prisoner himself. Because of his background, his smooth, dapper appearance, and his polished manners, it's simply inconceivable to the young lady that her former acquaintance could be some kind of criminal. Yet that is precisely what he is.

He explains to her that he headed out West because he needed to make money. Easton hints that he would've preferred to become an ambassador, a very important role in the bureaucracy, just the thing for a gentleman of quality. Sadly, it was not to be. We gather from this that Easton and Miss Fairchild are from Washington's social elite. But it's an expensive business living among the upper-classes of the nation's capital. It's important to be seen, to keep up appearances. This involves spending large sums of money on fine clothes, luxurious accommodation, fancy restaurants, and all the other trappings of a socially respectable life. Keeping up with such a moneyed crowd requires cash, and lots of it. So Easton headed out West to find some, only he did so dishonestly.