With this story, we are finally starting to see the hints of a season story arc, with the Father and Sal going to a magic market (as you can guess from the title), and running into the mysterious man whose yacht was home to one of the demon books captured in one of the earlier books. He targets the rest of the team back in Rome to try to force them to hand over the book.
In television terms, we've established the world and the characters, and now the story starts to pick up speed.