Revenge

I don't really get the big deal about "REVANGE" in Red Dead. I barely every go after it, and it's a dick move to kill a random guy in the first place. But what I don't understand is why people go to such lengths to go for it when you know the other guy is going to come back for you. It just turns the damn game into a shootout on uneven ground. And even if you do get pissed about it, it's pretty much inevitable. So why not just play in private games with your friends, or roll around in ginormous posses?