Besides being nerve-wrackingly suspenseful, this episode gives us insight into the character of Jason Gideon, and through him the real FBI profilers. How do these men, and women I guess, continue to face what they have to face? How do they keep their sanity when they see some of the horrible things people do to each other? Apparently, it is by focusing on those they are able to save. Gideon keeps a table full of photographs in his office to remind himself of the people he's helped. And when a co-worker asks him if this is his family, he says, "Yeah, sort of." Instead of focusing on the exhausting, detail oriented police canvassing that goes along with a crime like this, we saw the "people stories" - the breakdown of the family of the child, the self-questioning of the police detective in charge, and the ultimate fatalism of the BAU team itself. This is why Criminal Minds stands on a level above other crime shows on television these days - it's not about the nuts and bolts, it's about the characters.
This episode also reveals Gideon's deep-down idealism. He is able to be hopeful, to counsel hope to the father, and to be confident in their success when no one else is. This leaves him open to crushing blows if and when he does fail, showing us why some cases bring him to the edge of desperation. By allowing himself to be open to hope, he lets in despair as well.