Penny Arcade
summed it up pretty well:
Multiplayer has other issues. Much as with GTA, it's incredibly impressive that you can drop into that world with other people and it will still be there. But this is some blasted-out carapace of the world you get in single player, the one with all the interesting characters and interesting jobs, which is to say that there are characters and jobs of any kind. I can hardly bear to go there it's so desolate, but it's not desolate as in "lonesome," which is what you are looking for sometimes, and the single player delivers. It's desolate as in "save for the cacti this might as well be the moon."
We talked about fetishes before, briefly - my fetish is not ostriches, but context. Red Dead Redemption has progression, so, like, two points for that, but it has no context, which strips the previously granted points of their value. More accurately, it puts the points out of phase with a value-granting structure. Outside of the novel setting, the individual multiplayer games have nothing substantial to offer a person other than progression. This is pretty ordinary stuff.
There are so many things to do in the actual game that you'd want to do with other people: you'd want to play horseshoes, or Poker, or Blackjack. Even those would be diversions, though. You'd want to drive cattle, or steal them; you want to cut a slice of that country out and see what you could make of it - or get yours riding rough over the smaller towns. As it stands, you're given desperately limited access to a sterile, stricken place without heart or memory.
This is exactly what I feel when I go into Free Roam, ten times moreso when I'm in it alone. It's fun to run around in Free Roam with someone else, chatting, shooting, clearing out bad guys... it's hard to notice how similar the tasks are to the singleplayer game's tasks, except that most of the Challenge tasks are not suitable for posse play, because they're about hunting rare resources, which drags players from cooperative into competitive play.
But when playing through those tasks outside of a posse in Free Roam, playing alone in the world, the instances of ambient tasks to help strangers on the road, the ?-Strangers, the characters from the main story... they're all gone. Even the townsfolk and passersby on the road are less than in the singleplayer, and when I encounter them they do not greet my Cow Lover based on his accomplishments as they did for Marsten. There are no consumables, so there are no reasons to go to town anyway.
The singleplayer and multiplayer have managed to produce a stunning example in contrast, of what a few changes in game design can mean to the player's experience. The gameplay itself is nearly identical, but the motivation for performing those same tasks, becomes so abstract as to become meaningless. It turns it from a living experience into a grind.