Call me callous and willfully ignorant but I don't feel any guilt in playing a fun game, regardless of theme.
Honestly, when I'm playing a game with a bunch of buddies, having some beer and shooting the shit, I'm not thinking of the moral implications behind the theme of the game I'm playing, or how insensitive it might be to be role playing within that theme. I just want to have a good time with a well constructed game.
I realize not everyone can suspend the realities of history to enjoy a game with an unsavory theme but personally I don't see the difference between murdering each other in a space theme, conquering the planet in a war theme, or shipping colonists in a historic theme. Maybe one hits too close to home compared to the others, but it's just a game, and a good one.