If your idea of evil is limited to sadist/kill people for fun, then I don't think you know much about the nuances of evil.
Well, I don't believe in evil at all really, but you're missing the point. A religious zealot obsessed with power is "evil" if they rule the Inquisition with an iron hand and smite the unbelievers. That's an "evil path" worth having. Most RPGs just have you kill innocents for money and call it evil, which is boring.