It was reported that as he leapt from the building, he shouted words. Whether he was giving a sign of distress or importuning G-d, we do not know. However, the belief that he was communicating to Masonic brethren fueled animosity toward the fraternity by LDS members-- it gave credence to the belief they ignored his distress call.
Further, those indicted for his murder were accepted into a Masonic lodge. See Oaks and Hill, The Carthage Conspiracy.