Live by Night question

At the very end of Live by Night when Joe sees the movie written by Danny, he briefly ponders something the plot and message that "in Joe's experience-and in Danny's-was bullshit." I'm not the biggest reader and I don't pick up on too many subtle points when I read so I didn't really understand this passage about Joe's reflection on the movie which drives me nuts because I really loved The Given Day and Danny's character arc in it.

I'm hoping someone on here can explain to me the significance of the plot in Danny's screenplay, what Joe noticed about it coming from his brother (a Western with gunfights, a damsel, and a stagecoach chase "but something else too, if you knew Danny"), and what Lehane was implying about Danny by including Joe's analysis of the plot.

Thanks.