They often provide us with key information (e.g. Sir John on Willoughby, which I shall post about later this week), as here, with Margaret serving as the witness. Much better to have Elinor learn through her little sister than to have the ON tell us, and then Elinor learns about it later (perhaps from Marianne herself) -- because obviously Elinor is what Nabokov (in his essay on MP) calls "the perry", the character through whose eyes the ON focuses most of the story.