After his death, his widow alleged that his mistress knew a "terrible secret" about Bayley and was made the main beneficiary upon his death as a result.
Efter hans død, angiveligt Bayley enke, at hans elskerinde vidste en "frygtelig hemmelighed" om Bayley og hævdede, at dette var årsagen til, at elskerinden var den største arvemodtager ved hans død.