I think leaving one own's tribe to work as a scout for the US would have been pretty hard to rationalize no matter who was considering doing so. I find the fact that Golden Buffalo was able to do so after the Sand Creek Massacre pretty incredible. He seemed to have a lot of faith in his dreams- -he trusted them, in spite of seeing what could possibly happen to him at the hands of other Indians who found his decision treasonous. He also seemed to set aside any negative feelings he may have had about US troops. I would have had a hard time hiding my anger and disgust. In fact, he first questioned his effectiveness only after witnessing the senseless killing of buffalo. He was ashamed for being a part of the men who could do this.
I do think he was wise. He learned the way the Calvary fought and he learned to speak English. Unfortunately, his people had always relied on the powers of the medicine man and believed him over what Golden Buffalo himself had witnessed. Golden Buffalo was ineffective in persuading his people differently. But to understand is a part of the Indian's ways and important to Golden Buffalo.
By joining Custer, he was also able to avoid more ugliness that came later by choosing to lead him in a battle Golden Buffalo knew he was going to lose.