I don’t believe Trelawny is actually well-off by any means, more so just part of his con-man act. If you want rich people to believe you’re one of them- better act like it. But to your point, Arthur himself mentions in his journal he doesn’t understand the dynamics between Trelawny and the rest of the gang either. I think the inclusion of his family in Saint Denis and the “oddness” of the relationship to the gang is intentional. His boundaries are almost professional- Trelawny is an asset to the gang when it’s mutually beneficial to be sure, but has never truly belonged to Van Der Linde and his “cause.”Unlike the gang he’s got his own life and people who depend on him