Train robberies are another archetypical western plot so it probably shouldn't be surprising that 3 levels of Gunslinger revolve around trains and train robberies. It makes for some pretty linear levels, but a lot of door kicking which feels pretty nice.
We also finally get to find out just why Silas is so keen to track down Roscoe Bob Bryant. Gunslinger like a lot of games reveals a motivation for the player character that doesn't really have any reason to bleed over to the player. Sila's brothers are only introduced in a cutscene that also kills them off, there is no time spend developing them or interacting with them. They are a key formative event in Silas's past but I am not Silas, I am merely controlling him in the fight scenes.
I don't really consider it a problem in this game, because it is such a short and linear game and at least we have had time to get attached to Silas himself, had they pulled it off in the beginning then it would have been worse.