Does anyone else struggle to play games as an evil character?

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Only sometimes. For most action games, you are killing sentient beings in the first place (Mario, Zelda, Kirby).

Then you realize that they are not real.

Then you realize that they come back every single replay.

I've done pure evil for Deus Ex Human Revolution. And while it's satisfying and hilarious to kill guys like Taggart and Sandoval ironically after convincing him to not kill himself, I get a little bored trying to off everyone.