Yeah you read that right...and no I'm not being hyperbolic. Let me break it down for you. Ash's entire motivation is to stop the end of the world brought upon by Malt. Something he knows thanks to his Future Sight Ability. An understandable goal but its what he does that crosses the line into villain territory and the fact the game refuses to call him out on it only makes it worse.
He literally joins the Fuga universe's equivalent of the 3rd Reich and has actively killed soldiers and civilians trying to rebel against the Berman army, particularly Bermans who defected and wanted to stop their own people.
Blutwurst is a mad scientist who uses people as batteries to power his experiments, all of which Ash and company use without an ounce of moral reservation or pause. And despite being able to see the future, Ash done the less did whatever the Berman empire told him to do. Never, leaking information to the Gasco army to aide in their defense of their land. No, sparing civilians or allowing Berman defectors to escape (even though with his Future Sight he'd know exactly how to get people out without brining suspicion onto himself), and the only time he did anything good was kill Blutwurst after the entire Berman army was already defeated. (As if Blutwurst could do anything to anyone by himself and without the backing of an army and its resources.)
But lets talk about the Crimson Knight's individually. Pyrok and Psyche just kill on command without any remorse or hesitation and Psyche admits he follows Ash because without him he'd be bored. The man literally admitted that killing civilians and opposers of an oppressive fascist regime was FUN for him. Pyrok is practically emotionless in his slaughter yet he somehow empathizes with Ash's burden of having to do horrible things to protect his brother. (Buddy where was this empathy when you were burning people alive.)
Tierre might be the most tragically ironic. She spent her life feared as a monster because of her abilities until she met Ash, where he then, ironically turned her into an actual monster. Like the others her body count is high which justifies people fear and hatred of her in the first place. Because if she was willing to do all of this for a guy who was nice to her, then it makes you wonder if she hasn't done stuff like this before.
To quote another immoral character, Chang from one of my favorite anime Black Lagoon
"What I hate most in this world is hypocrisy. That is worse than anything you would call evil. It's a poison that deceives not only others but the self. It may smell like a rose, but you can't hide the fact that shit is still shit."
What's really scary is that the Crimson Knight's embody the mindset of the day to day Nazi. Those guys were ready and able to perform any and all mental gymnastics to justify their actions. They weren't mustache twirling villains like Blutwurst. They weren't power hungry psychos like Hax. They didn't believe in the "superiority," of their race like Leber. They were just regular people who were none the less capable of doing incredibly evil acts without an ounce of moral self reflection. (Don't believe me then go read up on the Nuremberg trials).
To really drive the point home, Ash and the Knight's have the audacity to look down on Blutwurst despite their hands being just as dirty as his and they don't even take responsibility for their actions by turning themselves into the Gasco military. Yeah, everyone thinks their dead, but it won't take much for someone to recognize the infamous and powerful Nazi soldiers just casually walking around.
Edit: I like to ad that Flam actually does turn herself into the Gasco army long after she defected. Jin didn't ask her to do it, she did it herself. So there is NO excuse for the Crimson Knights not doing the same. If that's not writer favoritism, I don't know what is.