After reading the series, did you have a little more sympathy for Walter than you did when you began?
He wasn't born pure evil like the Crimson King or Rhea, he had a really horrific thing happen to him when he was young, and he still had remnants of humanity left to him. And there's of course his scene with Callahan, which to me sticks out as probably one of his best moments in the series.
It doesn't balance all the evil things he's done but it does tip the scales slightly.