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These people say all the right things (they express concern and sympathy, they’re cordial and curious, they want to help, or at least be seen as helpful), but they can’t help, because they are not (not yet) living the nightmare he’s living, that nightmare that can take many forms: the loss of one’s nose, sure, but also the loss of an arm or one’s health or livelihood or wife or child or sanity. The world is full of nightmares waiting to happen to us but the people to whom Kovalyov turns don’t believe this, or don’t believe it yet, just as we don’t; they understand this nightmare to be uniquely Kovalyov’s (exceptional, freakish, embarrassing) rather than a preview of the (pending, inevitable) nightmare that will eventually come for all of us.

Also, it’s not their job. Each of them stays strictly within the bounds of what they’re allowed to do and expected to do by the system of which they are part. That system (their society) has been engineered for normal operation; it can’t help someone in such extraordinary need as Kovalyov. (Their reactions are strangely mild, as if Kovalyov has lost not his nose but a suitcase.)