Siegfried was never a Hero. He's always been a misguided fool though. Hanging with the wrong crowed, cutting his own fathers head off, blaming soul edge for his fathers death, weilding soul edge as Nightmare, breaking free of Soul Edge just to use Soulcalibur (aka final piece of soul edge) in trying to fight for his own redemption. These are not what makes a hero.
Siegfried is a fool with a very well developed and twisted story. Anyone that's a real fan of the series knows this fact. In all honesty, the only to people that can even be considered heroes of the series are Cassandra, Talim, Hilde, Edge Master, Yoshimitsu and Algol. But even these characters are a bit of a stretch for such a title.
Just because Soulcalibur is shiny and goes sparkle sparkle doesn't mean it's a holy sword. This only shows how misguided most players are. Just like over half of the cast in the series.