Paquette: What kind of gun did he have?
Costa: He had the kind that leaves really big holes in people.
Costa: Come on, Illeana, you didn't fall for James Costa. Someone as beautiful and powerful as you doesn't fall for a faggy art dealer. Okay?
Martin Asher: That guy was nothing, all right? I didn't take his life, I lived it. I was the best thing that ever happened to that guy. You looked at him, and you saw me, and I looked at you, and I saw you, and we are the same.
Answer: Yes, he must do this to truly feel like the different person he is trying to be. Also, so the police won't suspect anything if his traits don't match his identity.