You might want to try to figure out if that's really true or you just haven't seen the full breadth yet. For example, the traditional Western (peak era maybe 1920s-1940s) is the literal "white hat"/"black hat", 'sheriff ensures order in the lawless wild' sort of scenario. Typically unchallenging, comfort food sort of films. But then "Revisionist" Westerns came along, showing that sheriffs could be stooges for robber barons, that outlaws could be heroic, that hookers could have hearts of gold, etc. And then you've got your Neo-Westerns, or "Post-Western", where it's often modern, and there's a protagonist who's a kind of straight-shooter, a simple, old-fashioned guy in a chaotic modern world. Bringing a touch of the ol' Black and White to a morass of gray. And then there's all kinds of smaller sub-genres in between.
If you haven't seen them, you could try:
Traditional Western: Stagecoach or Red River
Revisionist Western: Dances With Wolves, or Tombstone (arguably; I think it splits the difference)
Neo-Western: No Country For Old Men, Desperado, The Way of the Gun, many more
(Personally, I like For a Few Dollars More the best in the trilogy. It's a little more unpredictable than A Fistful of Dollars, but not as bloated and grandiose and indulgent as TGTBATU. I'll never find a cinephile to agree with me on that latter point, but hey, some of us just watch movies for entertainment sometimes.)