Bruce, you may have nailed it with the reference from the 39th. Martinsburgh would have been the one stop between Mexico and Wellsville. Paul Hoer, a local author, in his neat little footnoted book SLICES OF EAST AUDRAIN HISTORY page 20 says "Martinsburgh was a hotbed of southern sympathy. William R. Martin, the founder, was said to have helped raise the Confederate flag in Martinsburgh on the 5th of April 1861". That being the case, could we assume the residents might have said something like "we don't want the feds buried here" therefore lending truth to the Wellsville legend concerning the reason the bodies were brought there.
Maybe someone with information about how many of the Centralia dead were buried in the a Old city cemetery in Mexico and moved to the national cemetery at Jefferson City might know who, if any didn't make the move.