Maycomb doesn't quite get Mr. Raymond. He's always drinking from a paper bag; he sits with the African-Americans; and Jem tells Scout and Dill that he's had several children with an African-American woman—even though he's from an old, rich family. (On the other hand, maybe being from an old, rich family allows him to live how he likes without worrying about what other people think.)
Later, Scout and Dill find out that Mr. Raymond does care about what other people think, but not in the way they expected. His paper bag turns out to be hiding not whisky but Coke, and his constant drunkenness is a put-on. There's a reason: "When I come to town, […] if I weave a little and drink out of this sack, folks can say Dolphus Raymond's in the clutches of whiskey—that's why he won't change his ways. He can't help himself, that's why he lives the way he does" (20.15).
Like Calpurnia speaking one language at home with the Finches and another at the African-American church, Mr. Raymond's double life shows Scout the compromises people have to make in order to live in communities where they don't quite fit in.