They know fully well their actions are "evil" in the sense that they go against what everyone else considers good. But not only does this not stop them at all, often they disagree and consider that those actions aren't actually "evil". Either because they don't think it affects people that much or because they are necessary sacrifices, they will chalenge the defined notion of "good" and do something that they don't actually believe to be truly "evil".
For instance, someone going on a quest for vengeance plans at the very end to perform murder. Do they think it's "evil"? Well, killing someone is seen as bad by most people. But to them, it might actually be justice and so it's not really "evil", they had it coming.
I'm pretty sure that a mugger getting shot by a cop is not gonna consider the cop to be evil, he's just doing his job. Then again, there's an entire movement in America challenging this, so I guess you got that one? :^)
To that person, yes, but you can't see this from the perspective of someone or you're not gonna get the full picture. All moral quandaries must be regarded as an outsider or you're tainting the sample.
Anyone watching the robbery unfold would assume Robin Hood to be evil until the moment he distributed the lucre with random peasants, at which point it wouldn't be no more evil than the government taxing people to redistribute wealth.
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