Dutch basically raised Arthur, but in a way that made Arthur believe that the world would always be against him. They were outlaws, and outlaws they would always be. They were treated poorly wherever they went, so they have no trouble doing bad things, which made people treat them poorly. So yeah, Arthur blindly followed an asshole.

But when the game starts we meet them at an infection point in society. Outlaws are less tolerated than they've ever been, their way of life is disappearing, and Arthur is forced to examine whether he really is a bad man, or whether circumstances have made him that way. And whether there's a difference anyway.