Maybe I'm all wrong here, but I think the "too much trouble to go back for it" scenario might not be too far-fetched, given the right era, and situation.
I presume there must have been a time at which an old Winchester was just an old Winchester, before it was a classic collectable, and an antique, and a piece of history. Just like I presume the same of, say, automobiles of the 1950s.
And then, the owner may not have had time to go back, before he caught his train back to Buffalo. Or he might have been carried in off the field in a stretcher, with a broken leg, and then loaded on the train to Buffalo, after a few days in hospital. Or something.
