Its been awhile since I saw, and he certainly was a hero worshipper, but I also remember James mocking and abusing him and not being a sympathetic character at all. Certainly it had none of the robin hood myth. He was a killer, plain and simple, and Ford, who did the right thing, was abused for it. For that reason he was treated sympathetically. I do remember the title was meant to be taken as not to be taken literally.
This from Wikipedia sums up current public perception pretty well, I think (despite it being from Wiki): "Jesse James remains a controversial symbol, one who can always be reinterpreted in various ways according to cultural tensions and needs. Some of the
neo-Confederate movement regard him as a hero.
[60][75][76] However, renewed cultural battles over the place of the Civil War in American history have replaced the long-standing interpretation of James as a Western frontier hero."
I think the way he is identified with the Confederacy, and the well known re-assessment going on about Confederates, is in large part responsible for the changing perception of him to a more negative one, and someone who should not be celebrated.
As I noted earlier about Brown, it seem the opposite is happening with Brown. Although to my way of thinking he is also someone who should not be celebrated, despite his intentions.