I think one of the themes of the show will be that many of the people in favor of Prohibition and charged with enforcing it had personal issues of their own. It seems like many of the women in the Temperance League are older and somewhat uptight. And Agent Van Alden is wound so tight that likely normal natural expressions of love and affection are beyond him.

I don't know how true this was historically but it does often seem like many (not all) of the most inflamed prohibitionists of any "vice" are often dealing with their own internal issues.

I think that rope was a ribbon from Margaret's hair. He swiped it when she wasn't looking. In some aspects I think the Agent is a slightly less disturbed version of Harold Lauder from Stephen King's The Stand.