I think a lot of evil characters don't really prescribe to the good and evil concept. They simply don't acknowledge it. They do what they do because concepts of good and evil are crutches for the weaker minded plebeians. In their world right and wrong can be subjective. What's right for them is what benefits them. It's a very selfish and introverted mindset. So while there are many evil characters that can acknowledge that what they do is cruel or brutal or evil, there are just as many who don't even think of it that way.