While Christine is invested in this at the start of the story, by the end she's clearly come to understand that not all is as it seems. Her eyes narrow and she glances up at him with a questioning stare.

"And why have I never heard of such a person? Cattle rustler, bank robber, and more? Why isn't a description of such a person up on flyers around town, or on the board in the post office?"

In other words, she knows you're full of it. At least they're nearly at her office now, so he won't have to keep spinning yarns to stay conscious.