Mazoku are evil. The Dark Lords are evil. The dark Lord Shaburanigdu is evil, evil, evil. Common knowledge, ne?
Well...maybe not.
They are mazoku, after all. Not humans, not ryuzoku, mazoku. They, what, basically live off darker human emotions?
So, where do the others races get off, condemning mazoku for being true to their natures?
"But they kill and maim and torture and manipulate!" Yes, they most definitely do. And that is very very wrong....by human standards. (And ryuzoku; that's a given, so let's just assume anything bad by human standards is doubly bad by ryuzoku standards, 'kay?)
Let's examine this using a similar situation: different cultures. In every culture, there are some things that Simply Are Not Done. This could be anything from not speaking disrespectfully to one's social betters to not eating the most holy and sacred flesh of the bovine goddess. Such conventions seem Really Weird to other cultures, but that doesn't really make those convenstions wrong, now does it? (Correct answer: no.)
In most cultures, killing is usually considered a Bad Thing. Not in all, however. We may wince at the thought of cannibals, but as far as they are concerned, they are doing nothing wrong. They are remaing true to their moral code.
Mazoku do the same thing. They, too, remain true to a moral code (such as it is). Sure, they may kill or what have you...but they obey those higher on the heirarchy, ne? And that's what's important in their 'society' (if you want to call it that).
Let's take the Grand Mother of All Mazoku as an example. No, not L-sama, She's in a class all Her own. I mean the Dark Lord Shaburanigdu.
What's the usual reaction when Shaburanigdu's name is mentioned? "That is one Evil Villian."
Okay, I'm not saying he isn't THE villian. I am saying that evil is a matter of perspective. He admits to living off the negative emotions of humans. Therefore, when he is attempting to cultivate said emotions, he is basically attempting to procure sustinance. How can you condemn a guy for trying to keep from starving? (Javert, please go away, we know how you feel.)
"But what about all that gloating and stuff he did when battling Lina, Zelgadiss, and Jellyfish Brains?" Well...that makes him a jerk, not evil. There is a difference.
Bottom line: the mazoku have their own moral code. It's only by human (or ryuzoku) moral standards that mazoku actions are wrong. Therefore, mazoku acts aren't immoral. Simple, ne?