Milton is doing his job, he just has an abrasive personality. The most immoral things I remember him doing is executing Hosea (a wanted criminal) shooting a machine gun into the huts at Lakay, and taking Sadie as a human shield when she and Arthur assault Van Horn to rescue Abigail, which isn't much compared to Ross.
Ross kidnaps a family to force one man to act as a government vigilante, lies to him, then double crosses and guns him down. Milton was a private detective hired by Leviticus Cornwall, but in 1911 Ross is working with Nate Johns, a candidate for governor, to boost Johns' political clout by taking out notable criminals in the area. At this point Ross already has his position in the Bureau of Investigation, and to me he does not seem like someone who works for free.
