He might have been at that ranch as a mere visitor.

Injun thought he went there on foot, after Monty had been taken away from him.

It is well known that in the Old West horse-stealing was considered about the worst crime a man could commit, not only because of the value of the horse, and a man's being so dependent on it, but because the horse helped to steal itself, as all one had to do was to get on it and ride away.

It never would do to accuse Dorgan of the crime without pretty good proof.
Of course, it made Whitey wild to think of any one's stealing Monty, and as he and Injun stood in a corner of the barn, and talked the matter over, they decided on the following course: they would stay at the Hanley Ranch for a while; Dorgan had not seen them.

If he ran away when he did see them, that would be an indication of guilt, but no proof.