To those who question why Wayne didn't play more diverse roles, consider him playing Fonda's role (much like he later played Ethan in The Searchers).
The focus would how evil The Duke was and how his politics were clearly coming out in this role.
Was he as subtle as Henry Fonda, no.
However, when his Uber-male character was put in roles like that the focus turns.
Well, Wayne, for all his politics, was also a humanitarian. The whole point of Thursday's character was that he was all army regs and no heart, save where his daughter was concerned.
He only new how to prosecute a war and defeat an enemy, not how to build bridges between societies.
If Wayne had played Thursday then the audience might not have accepted it, unless Wayne showed in his performance how confused and distraught he was by his character's own thinking. In short, he would have played Thursday as at least showing he had a heart, but still deliver the same lines.
Thursday's character was pretty simple; he was going to make the brass in Washington pay for sending him out to the southwest, and gain glory. He did by sacrificing himself and most of his men. Fonda's Thursday therefore got his revenge and his glory all at once, while at the same time making sure a competent CO like Wayne was left in command, and his daughter was cared for.
He killed a lot of Apaches and sacrificed his own men to do so, but he got what he wanted.