One thing that always strikes me about this scene, which is not in the Proulx story, is how lonely Jack appears. It's no wonder he finally perks up when Lureen arrives on the scene and takes an interest in him. I mentioned touchstone characters earlier. In Shakespeare, the clowns and the fools are the ones who, like the Fool in Lear, are not afraid to tell the truth. And the truth sometimes hurt. The clown seems to be trying to tell Jack that, whatever he's looking for, he's not going to find it at the rodeo, or even in a bar. Lureen offers another option, but it turns out to be a dead end as well. In earlier posts, mostly on another site, I argued that Jack is HIMSELF a clown figure. His very name suggests a trickster figure: Jack-in-the-green, Jack-in-the-box, Jack Frost. In the film, he wears greeen; in the story, he drives a green truck. Green is a color associated with trickster figures, to which list I might add Robin Goodfellow and Robin Hood. Ennis is his opposite, a veritable sobersides ("it's like seein the pope") who is only alerted to the possibilities of life through his relationship with Jack. Jack's tragedy may well be that he falls in love with someone who refuses to believe in magic.
Speaking of clowns, there's a killer clown on "Supernatural" tonight. I'll be watching!