Forget about what we all think we know and believe for a moment and simplify the affair based on the story alone....
#1 Why did Dalton claim to be Jesse?
a. Fame? (Jesse James was the most famous outlaw to live)
1. Dalton was not famous until he made the announcement that he was Jesse James at I believe 103 years old. What good is fame to a 103 year old man? Especially to one that had already lived it...
b. Publicity? (Jesse James was one of the most written about outlaw bank robbers of his time, never caught, written about like Robin Hood in the papers, well liked among the general public, already had the bragging rights as one of the best)
1. The draw backs of "publicity" would have been like putting a cross hair on your forehead....J.W.J. knew too many politicians that were involved with the K.G.C.....Men that had exposed highly]top secret society knowledge of operations to him on several levels, but with no proof of them ever meeting face to face. Very Very "Prominent wealthy men with a lot to loose, as they could all be hung for treason for their association with the "out law J.W.J.". Not to mention it would have tarnished their "spotless" family reputations that stretched clear back to the Revolutionary war and before that, across the sea.
This is a very logical reason to keep your mouth shut for 80 years if you really were J.W.J. When he was over 100 years old Dalton had outlived almost all of them......that is, the "original team", BUT, by that time the large money making O.AK. monopolies like oil, gold, steel, railroads, etc. etc. were booming. Several new generations were in control of what the "original team" had built the foundations for during the reconstruction and it had been growing,,,,,~ $$$$$$$$$$$
The real Jesse would never exposed that information.....Dalton made no reference to any K.G.C. or O.A.K. operations. Dalton's lack of knowledge in some areas does not reflect his abundance of particulars in other areas, in other words " He knew too much to know so little". I believe it could have been on purpose.
Just my 2 cents as always, L.C.