He might be innocent as he said, yet the facts of the visit to the cottage, the possession of the knife and of the overcoat which he wore when seen by Juliet, hinted at his guilt.

Also the forged bill and check might implicate him in the matter.

Did Jennings learn of these things, he would certainly arrest Saxon on suspicion, and, for Juliet's sake, Cuthbert did not wish such a thing to happen.
It struck Mallow that Hale might have confided in Maraquito, with whom he was in love.

Being unscrupulous, she would probably use this information, and might threaten to denounce Basil, to the subsequent disgrace of Juliet, if Cuthbert refused to marry her.

Taking these things into consideration, Mallow decided that it would be best to pay the visit and learn what Maraquito had to say.
It was a wild, blustering evening, rainy and damp.