One thing that irks me about the rat plot

Why didn’t the Pinkertons go after the gang after the Valentine shootout fuckery? If there was a rat, the police would know where the gang were always hiding.

Now I know this wouldn’t make sense for us players because it would be over quickly, but there needs to be sense with these storylines. If not Valentine, why not after Rhodes massacre? Or Saint Denis?

I don’t want to read anything about “building a case” when we can do bounty hunting and kill the bandits to collect our reward.