Have mercy on poor Captain! He said something about Anne being altered, which we hear from Mary. So even that bit of knowledge is questionable. Imagine if Louisa asked him: "So you knew Anne before. Does she look the same?", and Captain Wentworth replying: "No, not really." Mary might process it in her mind in such a way to say what she did. But then Anne mulls this one sentence of Mary's, becomes more and more wretched, and thinks of herself as wretchedly altered!