Yes you can, however after a certain point in the game, the police will put a shoot on sight order on aiden because of how dangerous he is. I think up to act iii you can get arrested
in WD 1 u get arrested in act1+ but in act3+ you will get shoot at singing the game makes u easier to escape from the cops in the start or to get arrested but the time u progress trough the game u will get shoot when wanted even ar 1 “box”
If someone arrests you for your bounty and takes you alive instead of dead in RDR2 then you can have the same sort of animation but in online as well as given prisoner clothing.