Well having reached the epilogue now, it seems completely stupid to have killed off Arthur in such a slapdash and unsatisfying manner (really, it seems the Pinkerton grande armée just decided that they were bored and went home, you have an incredibly shitty and poorly realized "bossfight" with Micah, and then cut to Marston and his goddamn family). Arthur's a better character anyway than Marston, and if we spent the epilogue as he's turning over a new leaf it'd also work a whole lot better (and we wouldn't have to endure Marston's goddamn family). Not to mention I don't take too kindly to a game pulling the sequel-take-your-stuff-away (okay it didn't take my guns away, maybe it will give my cash and satchel back too) after most of it is done.
That does bring to another overall massive problem with the game, while the game lacks narrative focus in general beyond Arthur's character arc (since it just hops around without a clear goal besides it) it's also much worse in regards to never wanting to give the player any sense of satisfaction in anything. The one time Milton doesn't teleport out of a gunfight, Abigail shoots him. You finally get to kick Micah's ass, and on top of it being done in such a shitty manner you don't even get to beat the fucker, etc and etc. The only times it dares give you that is with throwaway sideshows like Bronte, Catherine, and Favours. The big payoff never happens. The final fate of Micah is just the final slap in the player's face.
Both of these would have just been fixed by Arthur not dying from TB (it's not absolute 100% mortality), have him stand up after "dying" (just toss Micah over the mountain into the river or whatever, geez), music swells, and have him punch in some of Dutch's teeth and kick him in the balls for good measure like the pretentious jackass has had it coming (really, it's rather annoying how enamoured Rockstar seems with Dutch), and then have the epilogue showdown with Micah years later. You already did that protagonist-dies thing in the first game, and at least had the courtesy to do it at the end of the game, no need to redo the same mistake twice.