They're the protagonists of the game. But they're definitely not heroes.
We also don't need them to be.
In terms of movies and pop culture (to include books), we live in a post-Matrix world. We've gotten used to the protagonists wearing black, scoffing at the law and establishment, and killing people. Take the FX TV show The Shield. The protagonist is a dirty cop who kills, lies, steals, philanders, and more along the way. Yet we kept watching. Vic Mackey was no hero; he was an antihero, with the emphasis on "anti." But he was a great character on a really good show.
Protagonists don't need to be white-hat-wearing Dudley Do-Right characters anymore. We've gotten used to rooting for people who live in the shades of grey. Maybe we've even come to expect it. Good characters--as in well-developed, not virtuous--drive a story. After all, isn't someone who's morally grey more interesting than someone who's as pure as the driven snow?
My protagonists tend to live in those shades of grey. I think it makes them more intriguing (they're aware of their grey-ness, for what it's worth) and opens up better opportunities for storytelling and conflict. Your mileage may vary, and that's OK. It takes all characters to make up a world.
What are your protagonists like?