All Westerns are about the end of the West- and that's because the moment of the Wild West was shorter than a lifespan. The people who survived it went on to have other lives. Bat Masterson became a sports journalist. Wyatt Earp refereed boxing matches, hung around movie sets.
Jesse is getting to be tired of being Jesse. It's lonely being a man that people fear. So he takes off his gunbelt and turns his back on two guys he knows he can't trust. What transpires ain't murder so much as assisted suicide. Is that really how it happened? The guy in the historic photographs doesn't look like he did much thinking; there's a bit of ape in that face, a bit of rat and a whole lot of punk; he doesn't come across as self-aware. This could be the last myth that needs to be busted- the one we find it hardest to let go- that the gun men of the old west were interesting in themselves- that there was something going on behind the bony mask and cold, sociopathic stare. Jesse James did a lot of robbing (but no giving to the poor) and killed 17 people along the way; it's a good story and an impressive statistic, but it doesn't make him Hamlet.