As a WoL I have killed many bad guys and now I feel bad about killing them....

Joking aside, Maybe I'm the only one who doesn't think much about it, but it's not that difficult. What kind of enemies and mass murders we have committed?
That against wild beasts and tribes who were harassing, killing, and sacrificing people?
That against Garleans soldiers who were marching towards your land for occupation and colonization behaviors?
That against vengeful dragons who want to kill everyone?
That against a mindless army of light-aspected monsters?
Sure it's a mass murder, but the WoL did it for the greater good of people and didn't deny assistance to anyone who needed it at any time (Be it from a man or beast)

I think this is the reason why DRK questlines weren't a big deal to me. I'm already at peace with the idea from the beginning.