Does every game need to have a main villain? How interesting would be to oppose a character with understandable or even benevolent motivations, say, this Thief Taker could have been an honest law man with principles, dissatisfied with state of affairs in his city, but still sticking to code of laws which he is supposed to uphold. Instead we get a mustachio villain who looks like he is going to MWUHAHAHA at any moment.
Better yet, how about a game where you start of as a revolutionary of some sort, fight your way to power, and are subsequently forced to make increasingly difficult moral choices, until ultimately you are revealed to be the main villain of your own story? That would fuck with so many people's minds, it would be priceless and unforgettable