Was Arthur basically friendzoned by Mary?
After finishing (2nd playthrough) the mission where they go to the theatre I have to wonder. Mary always seemed like she was never in love with him, Arthur wanted to be with her but I don't think she wanted him. Instead she just leads him on and asks things he wouldn't give. I think Arthur was in love with Mary but I don't think she ever loved him. She seemed like the kind of person that did not know what she really wanted. Did anybody else ever get this feeling? She would ask him for favors and knowing he would do it she would dangle him on the line but I don't think she ever really wanted to run away with him or even live somewhere with him. Honestly it just sounded like Arthur would need to find a better person. I think he would have been happy just as a cowboy not in the gang and probably would have been a great husband and father.
Update: after reading some of the comments that definitely allows for some clarification and put some new thoughts in my brain. I think you're right, I think Arthur was definitely loyal to a fault to Dutch and I do think that she would have went with him. Sometimes when playing the game it's hard to realize that almost no one would want to live the life of an outlaw. Even now, nobody would want to just run away with somebody and always be on the run from the cops or the FBI.