Because they had just missed the train (which the annoying guy tells us only goes by once a week) and because they're 100 miles from the closest town with no horse, water, or food. Cooper, healthy, has little chance of making that distance given the circumstances. The other injured guy, or the woman in the high heels, would have died. I don't think Cooper's character was happy to bring them in, but he also didn't know if those criminals were around [only after stashing the 2 he was traveling with does he investigate the cabin - seemingly in hopes of finding it empty].
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