Are we talking about 'lag' that is to do with internet connection issues - where the in-game world doesn't update, often seen as people running on the spot, or people you try to shoot not actually being where you see them - or 'ag as in stutter where it's like the whole game freezes up and there is a big drop in framerate (stutter).
If it's actual lag (the first kind) it's not a hardware upgrade you need.
if it's stuttery gameplay, it's worth ruling out non-hardware causes first. For instance by doing a clean install of Windows, deleting the partitions on your drive and installing into the blank space left behind.
If you do a CPU upgrade you'd need to do that anyway, so it's no extra work to try and see if it helps.
RDR2 is a bit of a beast. That said, while your gaming experience on it may not be buttery smooth, an i7 2600 should still make a decent fist of it as a 4C/8T CPU going by
GN,
Guru3D, and
OC3D. GN having actually tested an i7 2600k.
What settings are you trying to play the game on?
Does your system have an SSD?
What does Task Manager and Resource Monitor say is using your PC's resources at the times you get the stutter?