It can be difficult at times to explain the true appeal of this show. The key, I believe, is in the complexities of the storytelling. Anime has a tendency to cling to simple themes and seasoned plotlines, so when a show takes the time to develop a story and characters in a careful, thoughtful manner more befitting of fine literature, it stands out among the crowd. Of course, given how Maria-sama ga Miteru has its roots in a series of novels, I guess I shouldn't be at all surprised.
In essence, episodes such as this one are the reason I love the show. The characters and the stories that bind them have so much depth that you're left surfacing for air in the end. It's a rare treat.