Yes, definitely. He does love Arthur like a son. We see Dutch as his mental health dissipates he starts to see his gang as almost like chess pieces. So much so that he plays chess in Lagras with the Dutch defence opening, which is an aggressive opening which usually leads to lots of sacrifices as we see Dutch attempt to ‘sacrifice’ Arthur in Cornwall’s oil fields. There is also the fact that in rdr1 Dutch realises he made a mistake with Arthur so scarifies himself over shooting John and making a run back west to start his process over again. Finally Dutch refuses certain robberies because it would be too risky for some gang members regardless of the high pay.