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Did anyone else kill Virgil at the start? My psychopathic bandit character had Virgil help him get past the wolves, then switched clothes with him and shot him dead. He didn't really feel like being a messiah figure. Plus, this way there's no living witnesses who can say he survived the crash.
I've killed him plenty of times. The game doesn't penalize you for doing so, and (assuming that it fits you) that robe comes in handy until you can acquire something better.

But the "no living witnesses" idea is a total cop-out. As soon as you get to the first town, there's someone who recognizes you right off. And it keeps going from there, whether you choose to tell anyone or not.