Possibly a reference to the women (Mary Magdalene, Mary mother of Christ, possibly Salome) who went to Jesus' tomb after the crucifixion and found the stone rolled away. They were the ones who followed Christ even after his death when the apostles fled, and they were the first to receive the good news of his resurrection--in a sense, the first Christians. At first, before they spread it to the other disciples, only they knew the whole truth.
The Weekenders is a pretty grim song (not THS's usual gig), and it adds a typical Finnian twist to the story--only the girls end up knowing the whole truth. Given the album on which the song occurs it seems reasonable to postulate that the women here are connected with the "crucifixion" of Charlemagne (or whoever you think the "Jesus Christ" kid who dies/almost dies is). It's not too much of a stretch to say that the "girls" are Sapphire and possibly some friends (Sapphire being, of course, the subject of The Weekenders). In Yeah Sapphire, we see a possibly-Charlemagne male character cut and bleeding to death, left for dead (this occurrence, which appears to be the subject of One for the Cutters, is usually tied to the Crucifixion by Finn--I would go so far as to say that it is the Crucifixion, in the same way that our psalms are sing along songs).
Through a series of reasonable but by no means obvious interpretations, we can see this line as a nod to the fact that when Sapphire picks up Charlemagne/Christ, and finds him almost dead/resurrected, she learns something that no one else knows--the whole story. This in turn could be the subject of songs like Slapped Actress, in which a man and a women discuss a secret--AKA that Charlemagne's alive. Of course, Holly will still wipe at her nose and wink).
This is by no means a certain explanation; merely a likely theory. Take it with grains of salt. Further thought on the most confusing of crucifixions is required.