Bummed about the ending
-MAJOR SPOILER ALERT-
I saw the wallet guy right at the beginning and thought, he must be a red herring, obviously he's too easy. Did everyone not just think he would leave the wallet behind on purpose?
I would have to say that you are experiencing confirmation bias. Through the movie you probably suspected everyone was a red herring and because this one was accurate you have zoomed into it and have ignored all your missed red herring calls.
Perhaps you also thought the girl was a red herring or the guy himself was a red herring when you first watched it but then forgot or ignored them because they were incorrect. The brain sucks. Don't trust it.