Mike's fragile emotional state obviously startles Marge. After her friend informs her about Mike's problems and the fact that he was never married to Linda as he said, you can see that she becomes very sad and concerned about him. This is most evident in the scene where she is eating Hardee's in her car. As she is thinking about this, her mind apparently wonders off into other areas including the case she is working on. At the very end of that scene, you can see a slight but noticable expression on her face that indicates a light bulb just went off in her head. This is because she has connected Mike's frantic behavior with the similar, though much less severe, behavior by Jerry in her first meeting with him. You will recall that Jerry displayed a certain amount of nervousness that would have illustrated to someone looking closely that he was a bit panicked (for example, pausing and remarking about Brainerd instead of answering her question about whether a vehicle had been stolen) . Marge apparently didn't notice it at the time but after thinking about her encounter with Mike she is then able to connect the dots. Soon after, she goes back to speak with Jerry again.