Liked the first two quite a lot, but the third one didn't have a good reputation, so I have skipped it. With a fourth one reportedly in development it might be a good time to check the third one out.
Does it run well? It had a bad rep for having technical issues, but it got a bunch of patches and a remaster later. Story, characters, gameplay? Anything woke?
Thanks, I also often try to play a good guy. In the Metro games I always sneak buy and at least do not kill - do not even knock out if possible - the footsoldiers of the Fascists or the Communists. Those people might not even understand what they are a part of, or not have a choice. Bandits, on the other hand I always kill. They know what they are a part of, and chose to be that way.
This is kind of like what you described above.
In gangster games I try to be like Tom in Miller's Crossing (https://youtu.be/5P7FdpluO7U).