The Western novel has always been hedged about with more conventions than any other category, with the possible exception of women's romances. I've often puzzled about why that is so, and even after years of thinking about it, I don't have any good answers. I know that some of it has to do with the fact that the classical Western is mythic in nature. It is not just a story; it's an affirmation of our history, expressed in a special way.
In the traditional Western justice is done, at least if justice is defined in a certain way. The small rancher wins over the ruthless cattle baron, and thus confirms the right of freeholders to own the earth and profit from their holdings. In the mythic Western, victory comes at last to the character who is the most splendid example of fantasy manhood; the one who is the best warrior, cowhand, brawler, and shootist. He's also the most honest, audacious, loyal, temperate, courageous, and truthful.
The mythic Western story doesn't employ real characters, but magical ones who represent what the readers want to be; it is the readers themselves who stalk through the pages, vicariously gunning down evil, winning what amounts to private wars, and revenging themselves for past wrongs. That's why the mythic stories are so hedged about with conventions. It would never do to raise the moral ambiguities of the real frontier, and confuse or discourage the reader.