OoC: @Ven I can't speak for the others, but for Jio and especially Jin it is a valid question. Case in point.
http://manga.animea.net/666-satan-chapter-48-page-10.html
On this page you'll see that Jin outright avoids killing the cultists that have been ordered to kill him. Why? Because he realizes that they have merely been brainwashed. They are innocent. He feels much the same about these cultists. On top of that, Jin was once a person who would kill anyone that got in his way. Especially, if you paid him. He's rejected that former self and everything it stood for. That's why there is a moral question for him.
Edit: Ugh, just noticed how bad that translation is. Sorry, by usual site is being buggy for some reason. I actually have physical copies of the manga with a better translation of that scene, though I think you can get the point of what Jin was saying there.