"Early on in Red Dead Redemption 2, Arthur Morgan is a seemingly cold and ruthless outlaw who, more often than not, resorts to killing and has very little qualms about doing so. However, despite being a violent individual, Arthur is playful, especially with people he cares about. He is also kind and polite as seen with John Marston's son, Jack, having a rather gentle attitude around the boy. He is also willing to help a number of members of the gang unless he finds them too wild or genuinely evil, such as Micah Bell. Regarding his religious views, Arthur is most likely not religious, but he does believe in an afterlife and some form of a higher power.
With Arthur's ability to commit violent acts, he also has his own moral code, more notably his stance against unnecessary killing. Arthur also doesn't believe in revenge, as Dutch had raised him to believe that revenge will is nothing but a destructive path. Arthur seems to believe that violence should be cold and strictly business, never to gain satisfaction from and especially without reason. Arthur is also extremely progressive in his views concerning women and minorities. He is disgusted by racism and has no complaints with the women in camp doing work associated with men or even having women gaining the right to vote.
Arthur understands that what he is doing is morally wrong, but justifies his behavior as being different. This is because of the beliefs behind the Van der Linde gang, that they genuinely feel they could help people. As time continued, however, Arthur realized that this philosophy was an excuse to justify Dutch's illegal activities. Once Arthur realizes what Dutch's true intentions are, his loyalty begins to deteriorate and essentially made him endure an existential crisis, of sorts. At this point, because Dutch had raised Arthur, this philosophy was Arthur's primary belief. As the gang falls apart, Arthur realized that the way of the world is far more than what he could comprehend.
After Arthur is diagnosed with tuberculosis, and his faith in the gang is all but gone, Arthur becomes more wise and self-conscious of his own feelings. He also becomes more caring about other people more than himself. After all of the robbing and killing he's done in the name of a better world, Arthur's last objectives of life were to protect John Marston's family and ensure that they hopefully build a better life for themselves, sort of justifying the suffering of the gang in some way.
