Saints up 15-14. It seems they wanted the 2 points in case KC gets a FG. It's the beginning if the third quarter, there will be more scoring than just a FG coming in the third and fourth quarters. They made up for the one point by going for a 2 point conversion themselves. They may have gone for 2 on each following TD since the Saints would have been up 16-14. But there was too much time left in the game to go for two at that point.