"Four Meetings" (Henry James)

After thinking several days, I still don't know how to write about Henry James's "Four Meetings".
4 meetings- in the US (talking about Europe), in Europe, in Europe and in the US (talking about not knowing Europe). Again, a female character to study- Caroline Spencer. Again, a male character that studies her, who is also a narrator.
This collection of short stories is like Henry James's gallery, in which he exhibits different kinds of female characters, different kinds of American women- Daisy Miller, "the American flirt", the innocent girl; Pandora Day, the self-made girl; Grace Mavis, the victim of a long engagement; and now Caroline Spencer, a victim of... what? her own romanticised view of Europe? her innocence? her delusion? Whatever the author has in mind when creating the character, she is partly reminiscent of Flaubert's Félicité, in her innocence, naiveté, simplicity and self-forgetting devotion. James writes about her simple heart without exaggeration or sentimentalisation. 
The narrator is like Nick Carraway, a witness who is both inside and outside the story and who knows everything but says nothing. Readers feel with him, readers share with him the suspicion and annoyance and the strong sense of injustice and hatred for the villains, and pity for the girl, but whilst sympathising with his feeling of helplessness and fear of the pointlessness of any attempt to help, can't help feeling irritated with his passivity- why does he do nothing, nothing at all to help Caroline? Why does he say nothing? Why does he feed her illusions? But of course that is an emotional response. James's choice has its artistic effects- the story is moving because Caroline has always been alone in her illusion and tragedy and will remain so, nobody has interfered and nobody will interfere to burst that bubble. Come to think of it, that might not be a bad thing after all, maybe she's not so blind as she appears, maybe the dream of "that dear old Europe" gives her hope and strength and the drive to live and carry on.