This article contains spoilers for both "Red Dead Redemption" and its sequel "Red Dead Redemption II."
As John Marston in "Red Dead Redemption" you play an outlaw that's trying to start a new life. He's well-mannered, respectful, God-fearing, and is devoted to his wife and son. He's a well-loved character, a friend you can always count on. That's why it's so hard to go against the law as Marston. You'd want his Honor squeaky clean. Besides, it never made a difference for his outward attitude, might make his actions stick to his personality.
As Arthur Morgan in "Red Dead Redemption II" on the other hand. He's an outlaw that's trying to a start a new life. But in order to do that, he needs to stay an outlaw for the gang. That means robbing, hustling, and killing folks. The gang is Morgan's life, you put them ahead of your interests.
That makes it easier, for a morally-conscious player to beat the shit out of someone who owes the gang money. It makes it easier to be rude and express wanton machismo toward other people. This is enhanced with the choices you, as Morgan, can make. If an innocent bystander witnesses you rob, murder, or assault someone, you have the choice to: Threaten, beat, or kill, said witness.
This allows you to shape Morgan's personality. He can be a total douche bag or a kind-hearted fella that's only doing what's best for his family. The simple mission of helping a man retrieve his horse reflects how much of a character Morgan is.
With these in mind, I don't actually feel bad about shooting a passing cowboy to pick up his hat.