Rhode wasn't surprised that Shane organized this banquet. After all, the merchants in Highland City had to be reassured after witnessing the series of ghastly murders that occurred the past few days. Although Shane didn't need to rely on these merchants to increase his fortune, he could use this opportunity to showcase his authority and control of the city. On the other hand, the merchants would be comforted and wouldn't spread words that would impact Shane's position.
But it was the message that Shane had gotten the soldier to pass on to Rhode that was amusing.