I thought that Vesperia was doing a Code Geass where Yuri is the anti hero and has to do some morally questionable things, while Flynn tries to change the system from the inside.

But it never really comes out that way. The Knights are just wrong and clearly doing bad things, like there is zero ambiguity to it. It’s not like their army occupies a town and the residents hate the occupation, they straight out enslave and kill people.

Likewise, Yuri is supposed to be a vigilante, but there is never a time where his methods are challenged. The outcome of his murders is always 100% positive. When the bird tells him he’s doing the same thing but to someone he care about, Yuri just tells him to shut the fuck up and goes on his way.