Why is playing as an outlaw so problematic?

As I’m on my second play through and still fairly early into the game I’ve been trying to play as more of an outlaw. I’m not going going purely evil put going more for a few small robberies/holdups and train robberies yet each one goes wrong. Holds often end up in big shootouts even if you go for disarms, the amount of loot you get isn’t often worth it for the loss of honour or the bounty you end up with. So this is why I went to rob a train. I got a brand new outfit, full face mask, no horse and jumped on a train and went to hold it up in the tunnel up north. It did not work. The police turn up and my wanted level goes from ‘suspect unknown’ to ‘Arthur Morgan’. I did the exact thing you’re meant to do to avoid bounties and it didn’t work. I’ve gotten pretty bored of being an outlaw since it just means a loss of honour and money paying the bounty. I’m really disappointed rockstar didn’t put more effort into this. Maybe giving you some more none lethal takedowns or the police not being alerted an at the scene in a minute. I’ve literally NEVER seen any police outside the town or city but they get to the grizzlies fast