But your statement is about purchases, rather than common use. Just because 4-6-0 locomotives were being purchased then, it certainly doesn't follow that you wouldn't see any 4-4-0 locomotives in 1870, does it? Especially since 4-4-0s were still being built in the US as late as 1893 according to Wikipedia [1].
Also "wild west era" is pretty vague to start with and can be considered to cover almost whole 19th century. So the specific situation at 1870s might not be even all that relevant
It's not so much the fact that the technology was wildly obsolete as it is the fact that there are distinct visual styles that are localized to particular places in certain eras. If you know what those are, seeing people get it wrong can be quite jarring. Imagine a scene supposedly set in Ancient Rome where one character shows up in Prussian court dress.