Either he considers he is right to take their lives/brutally torture them or he considers it wrong. The former makes him self-righteous the other... psychotic serial killer, I guess???
I don't know, some here seem to enjoy Frank's barbaric retrebution (so on some level that implies an agreement of his actions?). Though I do agree, Frank's mentality (and that of those who agree with his acts) is very, VERY far from mine. Oddly, I have no problem with anti-heroes (most of my favourite characters are all levels of shades of grey -- Moonstone, Zemo, Daken, Emma, Loki); I have no problem with those characters killing when it's the best option. But it doesn't bother me. I guess because there is more to their motives and character than the rare times they kill; and they own it. Who knows?