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From chapter 19 of Persuasion by Jane Austen:

At last, Lady Russell drew back her head. ‘Now, how would she speak of him?’

‘You will wonder,’ said she, ‘what has been fixing my eye so long; but I was looking after some window-curtains, which Lady Alicia and Mrs Frankland were telling me of last night. They described the drawing-room window-curtains of one of the houses on this side of the way, and this part of the street, as being the handsomest and best hung of any in Bath, but could not recollect the exact number, and I have been trying to find out which it could be; but I confess I can see no curtains hereabouts that answer their description.’

Anne sighed and blushed and smiled, in pity and disdain, either at her friend or herself. The part which provoked her most, was that in all this waste of foresight and caution, she should have lost the right moment for seeing whether he saw them.

Why were Anne and Lady Russell talking about curtains when they saw Captain Wentworth passing by?

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The context of this passage is that Anne is worried about Lady Russell’s reaction to seeing Captain Wentworth in Bath. You will recall from chapter 4 that when Captain Wentworth proposed to Anne in 1806, eight years before the opening of the novel,

Lady Russell saw it very differently. His sanguine temper, and fearlessness of mind, operated very differently on her. She saw in it but an aggravation of the evil. It only added a dangerous character to himself. He was brilliant, he was headstrong. Lady Russell had little taste for wit, and of anything approaching to imprudence a horror. She deprecated the connexion in every light.

Such opposition, as these feelings produced, was more than Anne could combat. Young and gentle as she was, it might yet have been possible to withstand her father’s ill-will, though unsoftened by one kind word or look on the part of her sister; but Lady Russell, whom she had always loved and relied on, could not, with such steadiness of opinion, and such tenderness of manner, be continually advising her in vain. She was persuaded to believe the engagement a wrong thing

(My emphasis.) The novel’s title alludes to this episode, alerting us to its importance, and Anne of course remembers it as a critical turning point in her own life. So when Captain Wentworth comes to Bath in chapter 19, Anne is in agony to know how her friend will react: will Lady Russell take up her opposition to him again and threaten the possibility of a reattachment, or has she softened in the intervening period? When Anne sees Captain Wentworth in the street, she watches Lady Russell carefully in order to determine her reaction when she eventually recognises him:

She looked instinctively at Lady Russell; but not from any mad idea of her recognising him so soon as she did herself. No, it was not to be supposed that Lady Russell would perceive him till they were nearly opposite. She looked at her however, from time to time, anxiously; and when the moment approached which must point him out, though not daring to look again (for her own countenance she knew was unfit to be seen), she was yet perfectly conscious of Lady Russell’s eyes being turned exactly in the direction for him--of her being, in short, intently observing him. She could thoroughly comprehend the sort of fascination he must possess over Lady Russell’s mind, the difficulty it must be for her to withdraw her eyes, the astonishment she must be feeling that eight or nine years should have passed over him, and in foreign climes and in active service too, without robbing him of one personal grace!

When Lady Russell speaks of curtains, we (and Anne) realise that she has not recognized Captain Wentworth at all; indeed, perhaps she hardly remembers the advice she gave to her friend those eight years previously. The episode is a comic deflation of Anne’s preoccupations and worries: Captain Wentworth looms so largely in her own mind that she has forgotten how unimportant he is to others. Lady Russell choosing, at this moment of emotional drama for Anne, to discourse upon such a prosaic subject as curtains, heightens the comic irony.

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