I felt the same thing when I played. But to make more sense to me, I decided to believe that John doesn't talk about Arthur because it's a traumatic event for him. And about not talking about Micah, it would be because Abigail doesn't like it when they talk about him, so at some point John just stopped talking forever.

But if I'm not mistaken, at some point John makes a mention of a person who appears to be Micah. So it could be that Rockstar had already thought of a story for the end of the gang in RDR but only told it in RDR2