Yes, that helped my thinking, as I was too restrictive in my earlier ideas about this burial. Unfortunately, I still couldn't solve the mystery. I examined every Missouri online military service record in the MO Sec'y of State's website for Robert Thompsons or R. Thompsons of either side without revealing one who died this fall. Sadly, these records do not reflect all the Missourians who served during the war. Also, knowing only that Robert Thompson died in the autumn of 1863 and not knowing the date makes research more difficult. Further, I have no idea where "Rolln Mill" may be. Missiourians called mills after the name of the owner, and the 1860 MO census shows no such name as "Rolln."
I offer below ideas about the Union militia of autumn 1863 that may enable somebody else to solve this.
"Home guards" or local, "grassroots" Union militia, such as the few regiments of the active-duty Provisional Enrolled Missouri Militia of 1863 generally remained in their home region. Your mystery brings to mind the few exceptions--that is, some form of Prov EMM that did travel some distance from home. The 1st and 2nd Regiments of Prov EMM operated this fall north of the Missouri River in northeast Missouri. The 5th Prov EMM operated in west-central MO, and the 9th Prov EMM operated in central MO. These are the only four of these nine regiments on active duty during most of 1863 that could have somehow crossed north Moniteau County. Several occasions occur to me that may have required men from these units to be outside their area of operation.
1. CONFEDERATE THREAT. The militia could have been responding to a large-scale Confederate threat such as Shelby's raid in October 1863 (as stated earlier).
2. SPECIAL DUTY. The militiamen may have been required to perform some form of special duty at the state capital at Jefferson City--only 15 to 20 miles as the crow flies southeast of the location of this cemetery. Maybe these militia were returning from or riding to such duty when one of their number was mortally wounded in an ambush.
3. LEAVING ACTIVE DUTY. The Prov EMM members were generally radical Union in politics, and this fall the moderate Union governor and General Assembly ordered them all disbanded and reverted back into their pre-1863 Enrolled Missouri Militia units before they could vote in large, uniformed radical voting blocks in the November 1863 election. Maybe Thompson and his companions were returning to their home county after their Prov EMM regiment was disbanded.
4. RENEGADE RAIDING. In the 4th Prov EMM were some companies of the 30th EMM Regiment from Grundy County--derisively called "the Grundy County Militia." These men ranged freely across a large part of north Missouri raiding corn cribs and hen houses as they rode--mostly without orders. The bandit nature of this part of the 30th EMM was well-known in northern Missouri during the war. I wonder if some members of "the Grundy County Militia" could have crossed Moniteau County and left behind one of their own for burial there. Such an event fits the profile for this unit, although no Robert Thompson appears on their rolls.
This is all I could think of. Can anyone else help?