Aside of the various factors already listed, in going through a bunch of early 20th century media for unrelated matters, it seems like even not that long after the war, the Confederacy - or at least, individuals within such - was open to being romanticised as the 'underdogs' of the conflict, with sympathies particularly towards either 'ordinary' citizens or former soldiers left destitute for being on the losing side. Need a backstory for your pulp hero that gives them military experience while conveniently desperate for work so they can be railroaded into adventure? Make them a Confederate veteran, done. Meanwhile it floored me to discover what 'The General' is actually about, after seeing the various stunts Buster Keaton did for the film...