Personally I think alot of the time people know that they can act out what it would be like to be 'evil' in the confinds of a game because it is accessable and can be more fun but without any 'real' reprocussions.
Its basically all the thrill of being the bad guy without hurting anyone for real.
Much of the world is very focused on 'right and wrong', films, TV shows, books, games etc all seem to have a centrally 'good' character, even if they do go around killing people they generally are 'good' at the core.
Most RPGs follow this pattern as well because you have the ability to be nasty to someone or rough them up a little bit but when you finish the game you save the world, so doesn't the end justify the means? If you did nothing then the guy would have died, so surely its better that he had a broken nose than being dead?
When being surrounded by all this 'goody goody two shoes' around us all day it is a little refreshing to break from the norm and do something a little more risky, if anything to just break the boredom of always being the nice guy that saves the world but still has time to help little timmy ride his bike.
Off on a little tangent but I find that EVE online is a game where you can be very evil and its interesting to see how professional some of these 'evil' guy can be. Again alot of the time people know its a game and they CHOOSE to be 'bad' because its more fun / profitable etc and usually not because they are a bad person.
On another tangent its also interesting to see that on MMO / multiplayer games people find it easier to be nasty because the game itself dehumanises the players to a point where you can dismiss other players to be at the same level of NPCs (ie, without feelings) (ie, the greater internet f-wad theory
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