The ending is remarkably abrupt: "The last I heard of him the Swiss had him in jail near Sion" (8). This abruptness draws attention to the fact that the narrator's (and our) knowledge of the comrade is extremely limited. The story ends on hearsay and little else; we don't even know why the comrade found himself in jail in the first place. But then again, we also don't know the kid's name—there are ways in which this story is all about ignorance, about unknowing, and this is certainly part of the note it ends on.
Another component to this final sentence, though, is that the young man doesn't make it to his destination. His optimism isn’t rewarded, but arguably, the narrator's pessimism is. The comrade hopes for revolution against all odds and relishes making his escape, while the narrator holds no such hope and, as far as we are let know, delights in little (though he does appreciate Mantegna). So though the comrade may be seen as the focal point of the story, his perspective isn't vindicated in the end—the narrator's is. But then again, the narrator also runs the show…
… Which brings us right back to not being certain about anything. Again, we find out just how little we know.