What is the meaning of all this?!

Hi all,

Today in my Philosophy of Language class we talked about the meaning of "the". Riveting.
But we also talked about the meaning of pronouns. MUCH more interesting. We brought up some interesting points. Lets examine a short dialogue:

Sally and Jimmy are watching two people in the park. There is a woman and a man being nice to her.

Sally: "Her husband sure is nice to her."
Jimmy: "No he's not. That man is not her husband."

Now, when Sally said her husband she was referring to the man in the park, regardless of whether he was truly the husband or not.
When Jimmy said he, it referred to the actual husband of the woman.
Now let's say the man in the park is named Bob, and the woman's actual husband is named Mr. Nasty, just for clarity's sake.

So, for Sally, her husband = Bob
For Jimmy he = her husband = Mr. Nasty

Thus in such a simple conversation the phrase her husband was holding two meanings simultaneuously, even though the speaker originally only intended one specific meaning. Within the conversation, Jimmy uses a pronoun to refer back to her husband but is able to use the second meaning. I think that's neat.

A similar, but less sensical conversation:

Sally: "I'm going down to the bank to deposit a check."
Jimmy: "Yeah, I need to go there, too. I need to catch some fish."

In this conversation, Jimmy uses there to mean bank, but the "side of a river" interpretation.

Why does one of these conversations seem more natural than the other?
And how does one word hold two meanings within one conversation even though when originally uttered only one meaning was intended by the speaker?

Thats what I study, and if you don't like it you aren't me.