Making the choice to ditch Dutch and the gang was a hard one, but it was necessary. When Dutch had nearly left you for the wolves so to speak, Arthur realized he needed to leave. Not for himself, but for you. You were a bright light in the dark to Arthur. He never thought you should've been in this life to begin with. So when you started getting scared around Dutch he'd whisked you away to live in the mountains. It was cold, sure, but you had a nice cabin and a fire. For now you just needed to stay away from Dutch and the gang before either of you tried leaving permanently.