i think also one has to look at the method of warfare neither the american settlers  nor the indians were engaged in any  heavy combat or in any large organized encounters.. the indians never fourght in organised groups  in that area of the americas.. compared to for exsample the  indians on the pacific coast and coastal alaskan natives they used very basic tactics and attacked in a individual manner.. not using group tactisc or any real manouvers invoiving preorganized plans.. 
generaly you will find in these cultures they combatants lack body armor and sheilds or have very small sheilds or use the infrequently. 
as they are attacking as an single person. they have no orders.. attacking with what weapons they personaly own and in what manner they wish, 
i thin armour realy coms when 
1, you have a people with a structured ordered society with a class or worriors who can be directed by a chief and armed by his direction and controled by his tactics  like people of the pacific in micronesia and  polynesia  western alaska ..  or you have to have a seditary people producing agriculture,, that may not have a sturctured society with a hereditary chief but still use things like shield and body armor.. like in papua new guinea, they are able to store in  their homes these extra and  infrequiently used  equipment.. and they fight in a group and not as an individuial with  "fighting plans" and "drilling" before the battle.  
i think  you could say the plains indians culture was buy the time of european contact no longer at this state. no doubt in the past they had a far more complexed social structure and i do seem to recall some finds in the mid west of some form of body armor from earlier times when they were less mobile. 
but by the time horses became common i think the lost many of these habits as they didnt suit their lifestyle and style of combat. 
it can be seen in central and south america , the settled peoples having body armor and the nomadic   ones mostly  not having this.. 
i thin it is obvious why the "cowboys"  of the day didnt have body armor.. it was becasue maybe in their whole life they would never shoot one person or be in one  gun battle .  and elk and bison dont have guns. 
the most people were never in  raging gun battles every week  or fighting off bands of indians.. 
if one wants to see the real wild "west" then northen brazil or southern mexico would be exsamples of rely wild frontiers.. 
and in both these places body armor was actualy used up till the  1890s.. as were swords  and spears.. 
one an other note.... 
one always has to remember how many millions of starving mouths expired in the life of those young ladies so they could have those jewels in their corsets , as they hardly worked for them