Problem with the theory is that the James, Younger and Dalton gangs didn’t really operate in “the West.” They were pretty much entirely in what we now call the Middle West, which had been settled for most of a century by then.
Perhaps I am wrong to emphasize “The West” — but the James-Younger gang operated in these states: Missouri, Kentucky, Iowa, Texas, Arkansas, Kansas, and West Virginia. That encompasses a fair amount of the periphery of the Confederacy, where you can hit Northern interests (Banks and Railroads) while staying close to friends.