There are other games, where you play the bad guys, like Payday. Now I am not knowledgeable enough about the Helldivers or Payday lore, so I cannot compare if similar points can be made there. For all I know Payday could be a group of freedom fighters against a militaristic fascist police state.
Or are there any other games of that genre, where you play the bad guys, and it is made more clear on which side you are on?