Sanderson's villains do have their own shades of grey, even if it isn't quite as emphasized as in GRRM's books. The villain of the first Mistborn book was genuinely trying to keep the world safe; he was just terrible at it, and he had an evil god whispering in his ear for a thousand years. The Parshendi are first shown as just villains, but later books show their side of the story and they become far more sympathetic.