Continuity mistake: When the coach with Jack and Olga is chased by Indians the man on the coach box killed by an arrow in his back disappears and reappears. (00:50:25)
Continuity mistake: When Jack and Mrs. Pendrake meet in the whorehouse and talk through a screen of glass beads, Jack is standing very close to the screen, that's why it's out of focus when the camera is on her "looking through his eyes". However, in one shot it's not, and that looks quite strange because Jack hasn't moved away from the screen. (01:46:35)
Answer: Some members of tribes like the Cheyenne joined in the 'modern' world to some extent, using guns and even putting on Western clothes and eating Western food. While nowhere near the technological nous of the white settlers, the natives were far from being hunter gatherers at this point.