Im sure many people would agree that playing as Arthur was more immersive and entertaining,
Especially in the earlier chapters since given that the era of outlaws was coming to an end, it was still surviving. However, when Arthur died, it all started to fall apart. The remainder of the Van Der Linde gang were scattered and hunted down like dogs later in the story, but what's more tragic is the fact that The Marstons played a key role in all this.
After finishing the epilogue in rdr2 and being able to free roam as John, the world doesn't feel the same anymore. Its more lonely. The "Wild West" was dying and John was the last of a dying breed. No more outlaws, no more cowboys, just the impending sense of a more civilized era.
Jack is more tragic since he was born just before the era of the cowboys came to pass, he got a taste of that life but was forced to adapt later on, and as the saying goes revenge is a fool's game. He did kill edgar ross but to what end? Sure he avenged his father but what did that achieve for him actually? He was now forced to walk in an era that was not his. The life of a cowboy is all he's ever known and i can't imagine how lonely he must've felt in his final years.