In "An Occurrence at Owl Creek Bridge," why does the scout suggest that Farquhar burn the bridge?

This scene
is a subtle one in Part II of the story, which is a flashback. When the scout, dressed like a
Confederate soldier, stops at the Farquhar plantation, Peyton asks for news about the front
lines of the war. The scout tells him that the Northern forces have secured Owl Creek bridge (a
railroad trestle) and built a stockade, suggesting that the site will be a staging area for
further invasion into Southern territory. The scout continues, giving Peyton this important
information:

The commandant has issued an order, which is
posted everywhere, declaring that any civilian caught interfering with the railroad, its
bridges, tunnels or trains will be summarily hanged. I saw the order.

This is clearly a warning. It is Peyton who continues
the...