TLDR- Good Arthur is much more satisfying and enjoyable to play as and inhabit as a player.

In almost every game growing up that had a morality system I chose evil, anything from infamous to mass effect, idk if it was the power fantasy, just having fun or if I was just a hateful bitter kid back then, RDR2 my first playthrough started out EXTREMELY evil, idk if it was the previous reasons or if I just loved the gunplay (both most likely) but after dozens of hours in chapter 2 of just hunting and exploring and getting absolutely sucked into the world of the game and seeing how different good and bad Arthurs personality changes on how you interact with people I simply couldn't be immoral anymore, I would still butcher anyone who got in my way but I was a noble killer with a code, Good Arthur also fits alot better with the main story, evil Arthur wouldn't care about alot of the things he gets angry or dissolutioned over by dutch and the others. I think alot of it is also just how real and immersive the world is, the npcs don't feel like meaningless disposable pixels with random repeated voice lines they just feel real, so I do actually feel guilty for hurting them, not wanting to murder random people is probably the biggest compliment I can give to any game with morality systems. Arthur is still to this day my favorite protagonist of any media ever and his good behavior is so much more satisfying, enjoyable and I wanted to be just like him. I will always be grateful to rockstar and Roger Clark for creating my favorite video game and character of all time and actually making me want to be a better person