This happens regardless of whether you play as a bad cowboy (you commit crimes willingly) or a good cowboy (you commit the exact same crimes, but like, slightly complain about it). Even the most immoral version of Arthur will throw the money lender out of the camp. The message is obvious: Predatory loans are so bad that even a total psychopath knows it. It's a good lesson ... rendered totally worthless by the fact that your character is still surrounded by other thieves, killers, and a dude who likes to castrate people.
You and your buddies kill hundreds of people in this game, but there's no scene about their widows grieving by their graves. You never see the passengers on the trains you robbed explain they're having difficulty sleeping because of the trauma. The farmers whose sheep you rustled don't get a monologue about how you've ruined their livelihood. But the folks who borrowed money and couldn't pay it back? That's where the game draws the line.
As a final twist, Arthur ends up dying of tuberculosis ... which he contracted through a money-lending mission. Remember, kids, you can kill as many people and steal as many sheep as you want, but stay the hell away from investment banking.