This RDR2 scene needs to be talked about.
Arthur offers his hand to Mary to help her get on the train, he's helping her going away from him again once more, he's not fighting it. He wants her to be happy and he's aware that wouldn't be possible if she stays or they go back together.
When Mary tells Arthur that he's never going to change, he's assimilating those words; something has broken inside of him once again, something that was already shattered. Mary's giving up on a life with Arthur despite having been away from each other years before this moment.
Arthur's shadow represents the man he could have been if he had gotten on the train with Mary in that exact moment or the many times Mary told him to run away together. He stays there thinking about the life he could have had if he packed the few things he owned and left the gang behind. But loyalty to Dutch and the others is something he cannot betray.
Saying goodbye to her in the trolley station here and in the train station later in the game. He looks at the window as the train goes and stays there once it's gone. It's as if it's written in the stars for her to move forward while he stays still in the present. Because Arthur can't afford to dwell on the past, he can't begin to think about his future. His days were numbered even before the TB, and he was aware of that. It's foolish to expect to live a long, fulfilling life when you've been an outlaw almost all your life, when you've been on the run for as long as you can remember.
Look at that expression, waiting patiently to hear something he already knows. That he's not going to live happily ever after with Mary, that her family will never accept him as he is, and that, at the end of the day, he can't escape the person he has become.
As he says at the end of the video, Mary is the only person that could convince him to give everything up, and she has given up on it and given up on him. Their love story represented in a 1 minute clip; a cowboy who wanted more than anything to be with his beloved, but absolutely everything was against them.
How we say in Spanish, "the train only passes once".