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 Temptation, much to Lindsay's chagrin, lurked at every step.

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"Chagrin" is an interesting word to use here. Pynchon could have used embarrassment as a near synonym, seeing as how Lindsay has that stick up his asterisk. But chagrin denotes that there's something more to Lindsay's being tempted, a quite large possibility of failure to resist, or the humiliation of having failed before. Perhaps Lindsay knows that, even though he's a rules monger, he has trouble resisting many of the things rules have been made to avoid. Like a Christian who believes the only reason people don't sin is because they fear Hell, Lindsay only resists debauchery and hedonism because somebody made rules against those things.

I suppose I didn't say anything new in that previous paragraph because I'm quite certain I've already called Lindsay a sociopath at least a dozen times.

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 Pygmies sang Christian hymns in the Pygmy dialect, Jewish klezmer ensembles filled the night with unearthly clarionet solos, Brazilian Indians allowed themselves to be swallowed by giant anacondas, only to climb out again, undigested and apparently with no discomfort to the snake.

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These are all examples of things the middle class whites were being protected from seeing by shunting them off the Midway and into the darker peripheral spaces. And maybe the restless Chicago cops were actually there to "bounce" the white people back to the Midway. Not in an effort to protect them from the foreign visitors or poor people or immigrants but to protect the status quo by keeping the "innocent" white majority from seeing the art and humanity of these other people. Seeing their plays about their own culture, or hearing their native languages raised in Christian hymns, or listening to their cultural music played on woodwinds, or seeing their amazing feats of nature and/or illusion (I mean, did they really get eaten by anacondas? Was that a thing?! I'd say it was commentary on that guy who tried to be eaten alive by an anaconda and failed but this book came out over ten years prior to that!) might actually force the middle class white people to consider these Others as fellow human beings rather than uncivilized animals that needed the White Man's law and order.

"Pygmies sang Christian hymns in the Pygmy dialect"
Aside from seeing this as a way for white people to see the humanity of the Pygmies, this is also obviously a terrible sin by missionaries. Yes, hearing a Christian hymn in another language would make the heart of a white Christian open to the Pygmies. But the fact that something like that would be needed is a travesty. Christianity has two tenets which make the world a more terrible place while supposedly espousing the opposite. It teaches people to be kind to their neighbor but also that you'll go to Hell if you don't accept Christ as your Lord and Savior. And so inhumane acts of brutality have been committed on Christian neighbors for two millennia in order to save them from Hell which, according to Christians, is an act of kindness toward their neighbors.