I think settings were hell is real and push people to the extreme to survive, does not make guys fight hell bad guys. They are anti-heroes at worse.

Examples that come to mind are delta green, trench crusade and Warhammer 40k. All these settings have some form of afterlife, fates that are worse than death and more importantly would be greatly improved by the lack of said hell forces messing up everyone's day.

I mean on the own all these factions would be evil. Delta green a shadly organization manipulating the US government, new Antioch from trench crusade A theocratic dictatorship which spend every waking moment trying to fight back the forces of hell by any means necessary even if is unethical, The imperium of Man self-described as the worst regime to ever manifest that makes 1984 a joke.

But all these factions are pushed to this extreme because of their version of hell. If hell did not exist in these settings most of the faction would disband or at very worse become less diabolical in action.

Examples of this character awful choices are inquisitors the imperium secret police. Destroying a planet of billions of people because the suspect a chaos cult is on it. He's only destroying the planet because the fate of the people on it would be actually be hell for the inhabitants worst in almost any fate in the imperium.

Delta green agent killing a witness, because it can be an information leak. Even seeing the unnatural in this universe can drive a normal person insane. Which makes another vector for the unnatural to spread hurting more people along the way.

The settings I'm describing are so utterly bleak that an act of mercy could end badly even for everyone even if noble thing to do. Because hell in these universes act like a cancer ruining everything it touch where you can't take any chances.

The tldr: if you have a literal hell with an afterlife, fates worst then death and the potential destruction and enslavement of humanity and non hell a line factions. It would be unfair to say that factions fighting hell are the bad guys. antiheros maybe like the punisher in the Max series who does awful things for mostly the right reason.

And before you type anything I'm using hell as short hand for horrible exodimension place of the bad people who would do unspeakable things given the opportunity.

Edit I think calling the imperium the bad guys is wrong. I know it's a very controversial take, but the imperium was manipulated by chaos for the last 10,000 years maybe even more. It's like comparing a child who has been in a war zone or life and death situations for the entire life. It wouldn't know how to be a normal compassionate person. Of course he would be evil but not by his own choice, that's how I see the imperium of Man. A people so manipulated and forced to do unspeakable things I think it unreasonable to say humans of the 41th millennia the bad guy. I think a tragic anti hero or antagonist in xenos story. The imperium is trying to survive much like other species in the galaxy but hardened by horrifying experience after horrifying experience with no breaks.