What was Jimmy's conflict when he heard Agatha scream in the bank?

In the story, five-year-old Agatha has been locked in the vault by May, her nine-year-old sister. Accordingly, everyone can hear the child 'wildly shrieking in the dark vault in a panic of terror.'

After hearing the screams, Jimmy realizes that he has two choices: either he lets the girl suffocate to death or he helps the girl escape. If he does the latter, he risks exposing to the community his identity as a former professional thief. This is Jimmy's conflict. As his alter ego Ralph D. Spencer, he is the beauteous Annabel Adams' fiance. When he marries Annabel, his transformation from former felon to respectable banker's son-in-law will be complete; he will have left behind his old life.

However, when little Agatha becomes trapped in the vault, Jimmy realizes that he is the only one who can really save her. Against all human inclinations for self-preservation, Jimmy gets to work with his famous tools; in ten minutes, the little girl is freed. With Agatha safely deposited in her mother's arms, Jimmy thinks to surrender himself to Ben Price, the detective. However, after witnessing Jimmy's act of courage, the detective declines to arrest Jimmy.