He is a Northern gentleman, he warned Peyton of the penatly for causing harm to the bridge. He also told Peyton that they were going to start using the bridge to advance further South. He was warning them!
The soldiers have been sent to scout out southern sympathizers in the area. The main soldier does not like his job and believes that good people are being harmed by this job he has to do. He does try to drop hints to Farguhar about what Union soldiers do to sympathizers, but Farguhar does not take the hint.