My feeling is that, especially in fantasy, we need to move away from the character who Does The Nice Thing and the character who Does The Nasty Thing, and towards characters who actively wrestle with the problems they face in order to try to solve them. And not just to prove some crass point that "Hey, the world's really difficult and complicated, you know". Once you take away "Kill the dark lord" as the solution to everything, then the response isn't just to throw up your hands and cry "Oh no, it's all really awful!". At least, that shouldn't be the response of a good character. And I think that struggle towards doing the right thing, the active attempt to work out what the good option is and do it, is much more heroic than just gathering all your minions and slaughtering the orcs.
It's worth pointing out that other genres - the hardboiled crime novel springs to mind - this has been standard procedure for a long, long time.