He acts as if everyone didn't know she didn't exist the second they heard the Ball guy say his scammer was going to marry him. After they showed the pictures of her clutching her bosom, I don't think anyone had any question in their mind. But he acts like it's the final shocking revelation of his whole investigation. I think maybe he was hoping there was a Wendy. And maybe, just maybe, he was hoping she was 13 years old.