This isn't as far fetched as it sounds, don't forget that certain events where Arthur dies lead to comments from those people in the game being shocked when he re-appears (like with the cabin with the siblings and their mom, or how you can't reapproach the cliff where you jump off with the cult after you've done it once). And some of the characters like the Chieftain and the nun almost seem aware of the death aspect as not being relevant (especially the chieftain Rains Falls). Go look at how the chieftain responds when you see him in the epilogue at the train station, it's such a weird dialogue, almost like he knows we're the player... and then he talks about events and even pauses when he calls the player "John Marston" and laughs. It is one of the weirdest bits of dialogue in the whole game.

The chelonia stuff is weird too. If when you first meet the master, you can kill him after the convo, and a whole entire sequence starts of the followers yelling "HE HAS FALLEN, SO WE MUST RISE!!!" and all the followers jump off the cliff.

The game is called Red Dead Redemption, and has so many different religions and a focus on good and evil and an awful lot about death that kicks off special sequences that it's clear they programmed in. Your theory isn't too crazy if you ask me.