"The only thing it makes sense for is that if they wanted us to know that they kidnapped and interrogated you. But on further inspection, that makes no sense—a letter could do the same." Why let someone free after you've kidnapped them? As a show of power?

Of course, Strange is thinking about this in an all too human sort of way. The Matrix played by it's own rules, much like the carnival did. It wouldn't do any good to Wellington's sort of strategies or tactics he's seen used in the peninsula to this little tete-a-tete. It's a damn shame his little tincture of madness is back in Venice. A more maddened mind might be able to unravel this seemingly irrational question.