The younger man roused himself sharply at the sound of her voice, seemed to struggle with a slight embarrassment which he threw off instantly, and then clasped her fingers with his left hand.'
Then, he explains his inability to shake hands with her rather diplomatically-
'"It's Miss Fairchild," he said, with a smile. "I'll ask you to excuse the other hand; "it's otherwise engaged just at present."
He slightly raised his right hand, bound at the wrist by the shining "bracelet" to the left one of his companion.'
Then you read about Miss Fairchild's reaction on seeing this-
'The glad look in the girl's eyes slowly changed to a bewildered horror. The glow faded from her cheeks. Her lips parted in a vague, relaxing distress. Easton, with a little laugh, as if amused, was about to speak again when the other forestalled him.'
The other man who is in fact the Policeman, which we understand later, intervenes and says-
'"You'll excuse me for speaking, miss, but, I see you're acquainted with the marshall here. If you'll ask him to speak a word for me when we get to the pen he'll do it, and it'll make things easier for me there. He's taking me to Leavenworth prison. It's seven years for counterfeiting."
This he does to allay her fears. He is, in fact, being kind to the man in front of the lady because he understands that it matters to them both whether or not he's a convicted felon. The man seizes the opportunity to go on lying to the lady in order to save his own face rather than telling her the truth or revealing his true character. This shows that-
1) People will always try to make themselves look appealing to the people or things they covet.
2) The story also shows that people judge others by their appearances. Since, O. Henry goes to great lengths to describe the characters' appearances in such a detailed manner, I think, he tries to give us a clear picture so that we (readers) can judge objectively. But the principal character (Fairchild) judges the matter subjectively because she relates to Easton in her own social capacity and her personal liking for him; so much so that she completely ignores the fact that Easton right hand is handcuffed whereas the glum- faced man's left hand was handcuffed to Easton's right hand.
This is, however, observed by one other passenger who we can say is much more discerning. This shows his objectivity and precision of thought process which goes on to show that in cases where we let our hearts rule over our heads, we tend to overlook the barest of facts staring right into our faces and misjudge fiction for fact.