The US and British Ams are actually still majors if there is such a thing, the British used to be almost as big as the Open or perhaps I should say the Open grew massive from about 1960 when Arnold started coming over and so the Amateur has kinda paled.
I think the Western Open was considered a major at one time, but there are no real guidelines it has just become the norm to consider certain tournaments as more important. I guess the guys that won the early Open championship never much knew what they were winning.
It was from about the 3rd Masters that the tournament hotted up boosted by Gene Sarazen's 2 at 15 to win.
I think the USPGA only really became adopted after that became a strokeplay event, but remember very few golfers travelled much pre 1920 anyway and though the 20s boomed, few Europeans went across stateside and only a handfull of Americans came over after 1933 right up until 1960,few American's came to the Open after the war, Frank Stranahan played from 47 thru to maybe 57 Only Snead (46) and Hogan (53) won up until Arnie (61), Arnie first started playing in 1960, Hogan only ever played once and Snead only played a couple of times.