From a recent Q&A:
Q: “Come on R*! You say you listen to popular demand, yet you seem to flatly refuse everyone asking for a train in multiplayer, why is that?” – captaincabbage
A: We absolutely listen to popular demand, but we don’t necessarily do what people want. We may simply not like an idea. Or in some cases, it may just not be technically possible within time constraints. But certainly many of the features created and offered in the Red Dead Redemption Downloadable Content Packs are directly inspired by fan requests.