The Pony Express (April 3, 1860 - October 26, 1861) "ticks off" several boxes in the mythos of the Wild West. It was fast - and more importantly it involved fast horses. It was daring - riders were crossing the great expanse of the Utah/Nevada territory at a time when Native American resistance to encroachments in that region were at their highest, so a violent death was a real possibility. It was youthful and vigorous - riders were generally young and were required to be fit.

The Pony Express also serves the narrative - now and at the time - that America would not be stopped, that it would find the means to succeed, to cross the distance and bind the continent together. The fact that "sheer grit and guts" made it possible during the Pony Express phase added to the mythos.

The fact that it was made defunct largely because of the technological achievement of telegraph lines spanning the continent adds to the idea that "guts" was replaced with technology, causing the romantic to look to the first era over the second.

These are just a few thoughts. Others may add equally valid observations.