Objectively speaking the serial killer is worse, but the Rhodes Gunsmith is terribly sad, compounded with the implication that he winds up murdering the dude anyway if you don't help him.
^I don't think the gunsmith killing the guy in his basement is implied, you definitely can see a corpse marked on the map if you don't help them escape.
Catherine was maybe,probably was just having a mental meltdown because of her cousins, brothers and her family house was dying and burning. The gunsmith was just sad. The guy in American dream is the most mess up.