When Nick first meets Catherine, in chapter 2, she tells him that neither Myrtle nor Tom can stand their spouses. She also said
that Daisy refused to get a divorce because she was Catholic. Nick knew that both of these comments were lies. Nick knows she is lying again. Nick isn't willing to call Catherine on any of her lies. What does this tell us about Nick's character? What would you have done, if you were Nick?
This tells us that Nick is either afraid of her, or of ruining their relationship. Another reason why he might have not called her out on it is that he finds those things trivial and doesn't care enough. He doesn't want to call her out on it because it could hurt her feelings and cause her to be angry with him. If I were Nick, and if it was that important to me, I would have carefully asked her, but not outright or bluntly.
'Epitaph on a Tyrant', like many of Auden's poems of the 1930s, was inspired by the appalling events of that decade, but it also neatly encapsulates the qualities and behaviour of all tyrants, from Herod to Henry VIII to Hitler.