I thought it was a fun little episode. Since there's no (apparent) over-arcing storyline, there's no necessity for every episode to be a Big Deal.

I also think that one of the themes they are dealing with in this show is Will This Job Drive Gwen Crazy, aka isolation, fish-out-of-water. I think this episode was about Gwen's mental state. She latched on to this guy's story, IMO, because it let her go back to being a cop. It's familiar, it's "normal." She also very quickly became emotionally attached (again) to any guy who seems accessible who can share what she's going through.