I interpreted the quote, not as just people not wanting to be robbed anymore. We Are Thieves In A World That Don’t Want Us No More Shirt. Which I don’t think anyone liked. But more as Arthur saying that their way of life was ending. As in the risky and free life of an outlaw/cowboy/bandit being eradicated by the “world”. Meaning humanity as a whole or a higher power. In favor of an industrialized world with real consequences, that we know now. RDR2 (and RDR1)’s message is about the pros and cons of both, with RDR1 more exploring the industrialization and RDR2 more showing the side of the outlaws. Like others said, in the Wild West a hired gun (good or bad) was a good thing when you had disputes with rustlers or neighbors or just wanted to feel safe.
United States
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How the illusion of that kind of life was being dispelled with encroaching progress and outlaws were becoming a dying breed that wasn’t coming back and was not missed. It makes sense as part of their self-identity. They probably belonged to one part of the world and preyed mostly on those they thought of as outsiders and intruders. But as everything started becoming more civilized, nobody would want to be associated with them because they destabilized this progress. So people who had been sympathetic were choosing progress over the band of outlaws.