The detective viewing the footage

Near the end of the movie Detective Martin is viewing the extra footage Danny sent him, and notices a scene with Lexi on a train platform. This seems to be a reference back to the start of the movie, when Danny thinks the woman on the train was also a woman he saw previously while filming random people on the street, but wasn't sure.

When the detective notices Lexi and realizes that she had crossed paths with Danny before they met on the train, what exactly is the message to the viewer? Is this a rumination on the themes of the movie, about truth and the the roles we play in each others' lives, like "wow, what a coincidence that Danny filmed Lexi and then happened to meet her later on"?

Or does this shed some light on the murder mystery that I'm failing to see, like maybe Martin catches on that Danny was lying about some things?

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Gentlemen, you can't fight in here! This is the War Room!"--Pres. Merkin Muffley