While I can not provide sources for this particular report, the conditions in Arkansas at the time off the arrival of the CSS Ponchartrain certainly could have contributed to such an incident happening.
The Ponchartrain and it consort was sent to Arkansas as "Gunboat Diplomacy" aimed to keep The State in the Confederacy after Governor Rector threatened to seceede from the Confederates States. It was loaded with extra arms and ammunition and could barely get up the Arkansas River. The Arkansas Government had abandoned Little Rock and moved to Rockport with the possible plan to move to Camden Ar. or Monroe La.
There was no organized Confederate Forces in Arkansas since Van Dorn had moved the Arkansas Army to Mississippi in early April. As far as Richmond or the Ponchartrain Captain knew there were no organized Confederates in Arkansas except some minor individuals companies of state troops and was none until General John S. Roane took on the task in Pine Bluff at about the time the Ponchartrain arrived there. It was Roane who had stopped the 12th Texas Cavalry at Pine Bluff from going to Memphis and joining Van Dorns army. The 12th Texas was the only organized military unit of regimental size it the state at the time. IF the Ponchartrain had stopped at Pine Bluff there is no record of it or if General Roane had talked to Lt Dunnington about the military situation there but it is certainly possible.
If Roane and Dunnington had met, Roane would have certainly told Lt. Dunnington That the government had abandoned Little Rock and moved to Rockport. that information could have lead Lt Dunnington to assume that any military found in Little Rock would probably have been the enemy.
Just my thinking on the matter.