Was having this issue so I thought I would put out a PSA the game will not launch for some reason if you connect your controller before you launch game you have to connect it after the game is started.

https://store.steampowered.com/app/1174180/Red_Dead_Redemption_2/

https://www.epicgames.com/store/en-US/product/red-dead-redemption-2/home