We can kind of save ourselves the trouble of reading the rest of the book after Myshkin tells the Epanchins the story of Marie, the homeless girl that he falls in pity-love with in a Swiss village after she elopes with a dude who dumps her and spends her days trying to be totally cool with the fact that everyone else around her completely despises her. Check out this quick synopsis of their relationship:
Marie was quite driven out of her house. They gave her no food at all, and she could not get any work in the village; none would employ her. The men seemed to consider her no longer a woman, they said such dreadful things to her. Sometimes on Sundays, if they were drunk enough, they used to throw her a penny or two, into the mud, and Marie would silently pick up the money. She had began to spit blood at that time.
At last her rags became so tattered and torn that she was ashamed of appearing in the village any longer. The children used to pelt her with mud; […] I long sought to meet Marie alone; and at last I did meet her, on the hillside beyond the village. I gave her the eight francs and asked her to take care of the money because I could get no more; and then I kissed her and said that she was not to suppose I kissed her with any evil motives or because I was in love with her, for that I did so solely out of pity for her, and because from the first I had not accounted her as guilty so much as unfortunate. I longed to console and encourage her somehow, and to assure her that she was not the low, base thing which she and others strove to make out; but I don't think she understood me. She stood before me, dreadfully ashamed of herself, and with downcast eyes; and when I had finished she kissed my hand. (1.6.10-15)
Um, sound familiar? Suffice it to say, it looks like Myshkin really has a history of getting all compassionate about "fallen" women whom he doesn't really love but just can't seem to leave alone. Of course, this is meant to be a parallel to Jesus, who totally stopped those dudes from throwing rocks at a woman caught in an adulterous relationship. (You know, "Let him who is without sin cast the first stone.")
So, two things to think about here. One, the difference between that story and what happens to Nastasya is that in the Swiss village, Myshkin ends up with a small army of disciples—namely, all the children who flock to him and hang on his every word. He's like the pied piper of getting those kids to overcome their parents' prejudices. And overcome them they do, to some extent. They end up feeding and clothing her, and treating her with some level of respect. None of this happens with Nastasya because Myshkin can't seem to rally the upper classes around her like a bunch of little kids.
Two, what is interesting is that in both cases, everyone is totally thrown by this pity-love that Myshkin says he feels for these ladies. The only reason the kids change their minds about Marie is that they think Myshkin is in like-like with her, and he sees no reason to tell them the truth.
In Pavlovsk, a similar thing happens when Myshkin seems to dump Aglaya for Nastasya. In his mind, he's just doing the same thing he did earlier—acting on his pity-love. But since no one else can really imagine feeling this emotion, Aglaya refuses to have anything to do with him. There's a great scene where he tries to explain himself to Radomsky, who tells the prince, "Dude, you are engaged to be married to Nastasya. In what universe will this fly with Aglaya, do you think?"