To me, the movie really isn't about the the historical Bonnie and Clyde at all -- it's about how people create their own inexorable destinies.
Bonnie: What would you do if some miracle happened and we could walk out of here tomorrow morning and start all over again clean? No record and nobody after us, huh?Clyde: Well, uh, I guess I'd do it all different. First off, I wouldn't live in the same state where we pull our jobs. We'd live in another state. We'd stay clean there and then when we'd take a bank, we'd go into the other state ...
The scene you quoted is one of the best in the movie; it shows the fundamental difference between the romance Bonnie imagines, and the reality of the man she has fallen in love with.