Speaking of yelling loudly, I don't see anyone having mentioned Dr. Breen and his Combine sympathizers from Half-Life 2, and I should have thought of them earlier. An interdimensional alien empire has conquered Earth and set up a Macguffin field that prevents us from reproducing. The only way to preserve the human species is to get the Combine to lift the inhibitors, which means proving humans are useful for more than a temporary short-term slave soldier pool, which means cooperating with our alien overlords and elevating ourselves from conquered serfs to collaborating allies. If 'The Freeman' hadn't shown up, Breen's plans would literally be the only means of saving humanity.
And regards to heroes yelling louder, Gordon Freeman doesn't yell (or talk) at all. Though his crowbar does speak for him with a commanding voice.
Half Life 2 is a fantastic example. When Dr Breen explains why he does what he does, it makes sense. I'm still going to pick up a gun and fight the Combine, but I get it. An unstoppable army rolls into this dimension and subdues the entire planet in 7 hours. Now pretend you were the one they picked as Ambassador instead of Breen. What are you going to do, spur on unnecessary resistance, or try and preserve whats left of your species?
Hell, going back to Mass Effect, Saren is pretty much in the same boat. He see's exactly whats coming, knows beyond all doubt that resistance will only ensure extinction (this was before the Catalyst was a thing) and instead of just swinging a gun around and giving speeches, he takes what is to him the only sensible option and allies himself with the Reapers. Think about it, what was his crime in Mass Effect 1, which was the single reason for Shepherd tracking him down? He attacked a small colony.
Okay, I'm not defending mass murder, but GENOCIDE ROBOTS are coming. They kill all space faring civilizations periodically. If I saw what Saren saw, and knew that killing a few hundred humans might potentially save billions from all races, damn right I would kill the colonists. I wouldn't be happy about it, but Necessary Evil is exactly what it sounds like.
Basically, I tend to side with the villains because they make more sense then the hero. If the hero were just able to consider the villains reasoning before calling them a bag of dicks, I wouldn't mind so much.
Don't even get me started on Supernatural >.<
Does that really count for this question? The xenomorphs are just things. They're no more evil or good than an ant or a bee. They have no morals; they're just amoral killing machines.
They should probably be eradicated, but as for morals to sympathize or empathize with, they have none.
I like food, and I like living, so I guess I agree with the Xenos.