I don't like that either. I enjoyed it in GTAV. I loved GTAV.
But I want Red Dead to have a Native American protagonist who has been "raised as a white man" so to speak...so that he's shunned by both the full Natives and the white folk. A sort of in-between character. He dresses like a white man, he goes into town, he buys guns and supplies...but he's not treated fairly...and the other Natives buck him because he has turned his back on them. That's what I want to see. I think that's the most compelling story they could tell.
Well, if were going with this they'll have to be three main protagonists. A white dude, a native dude and a bear. It won't work without a bear.
Seriously, though. I like the idea. That's what they're kinda doing with Mafia III.