Mexican Army

Is there a way to side with the Rebels in the Nosalida gang hideout?

So I was replaying RDR. I had already completed the story missions in Nuevo Paraiso. And I went to the Nosalida gang hideout, and there was the Mexican army captain asking me to burn the rebel houses after I had killed the Captain. How is he there if he is dead? And why is he asking me to kill rebels, if the rebels already won the war.