None of the factions are confirmed as 'bad guys'. Goblins are in their nature just more attracted to wealth, tinkering and power. Almost a little like Gnomes, but replace the wealth with Grandstanding/self-glorification.
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Been pondering if it is Shaw being a bit grumpy about the Legion and might be more interested in stronger weaponry.
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Just as bad writing to have a leader that is always loved/liked. Gallywix could offer something the Horde needed, that is why he's there. He is written okay for the short bit we see him.