Sometimes, but then a game like Red Dead Redemption shows up! (This is not me hating on the game, it's a great game and all that, blah, blah blah...)
There is NO REASON to be evil in that game. No reason. You get virtually nothing for being law except maybe some extra money (Which you already have an excess of if you're good). Even if you need to do something evil, you can just slap a bandanna on and not have it hurt your Honor. Plus, the rewards are SO much better for being good. When evil, you get a discount at stores in Thieve's Landing, and when good, you get a discount at stores anywhere BUT Thieve's Landing. More importantly, it seems like you really have to go out of your way to be evil, while being good is a piece of cake.
However, in a game like Fable or Fallout 3, it can be fun as hell to be evil. In Fallout 3, you can nuke a town, and in Fable you can slaughter whole towns and kill your sister for the best sword in the game.