Micah himself was shooting the agents. Once the camp was overrun Micah had no affiliation with the agents as he probably only dealt with Milton. He still went on to be an outlaw after all. Money is all he cared about, not loyalty.
Like I said, I don’t believe it but other than Miltons statement it’s never really confirmed, micahs reply was “I’m a survivor, black lung, a survivor! That’s all there is, living or dying.”
The explanation could be few and far between. Maybe he was just planning on handing over Dutch to Milton after the train robbery. Or maybe he was feeding information. At the end of the day, the train robberies after Leviticus cornwalls were set on by agents, probably not because of a rat but because security would of been heightened on anything with big cargo and in the areas where they knew the gang was operating.
He was only out for himself, and in the end he probably seen that Dutch was his best way to get money.
My personal opinion is that he was talking to Milton about handing over Dutch to get his name cleared so he could run away with the money. But Arthur, Sadie and Abigail put a stop to that by killing Milton, so in the end had to choose to run away with Dutch and the money.
Basically Milton was probably trying to do to Micah, what agent Ross did to John, used him to take down the gang
