People don't want Sadie with Arthur because it's "badass" it's because she is very similar to Arthur and he understands her completely and despite her being wild and crazg, Arthur loves it.

Sadie mentions to John later in the game that she likes being alone, and riding alone. Arthur was the only person Sadie wanted, and will always ride with which she says in the game.

Arthur even mentions how they're both "two ghosts" because of what they've been through/going through and their outlook.

It's not being bad, she gets him and he gets her. When the gang fell apart Sadie became a better temporarily leader than Dutch too and even when shit hit the fan, Sadie would be joking with Arthur they understood each other well.