During Kate and Jeanette's conversation in Martin's house, the two put together that it was actually Mallory who saw Kate in the window on Christmas Eve, not Jeanette. As a result, Kate makes a public apology to Jeanette as she speaks with the press, saying, "She is not the monster the media has made her out to be."
In a separate conversation, Kate confronts Mallory about seeing her and not telling anyone. Mallory explains that she initially assumed the woman in the window was Martin's girlfriend or sister. However, after Kate was rescued and she put the pieces together, she decided to keep quiet because telling her secret meant telling Kate's secret about Martin as well.