The line between good and bad is often blurred in life.. creating a hazy vision of what seems to be real. This film embraces the ideas of morality, and defining the boundaries of justice, and righteousness, and most importantly, love.
A film about two serial killers falling in love, seems quite immoral. However, the basic principles and natural order of things will always remain true in life, regardless. This film helps you provide just cause to death and murder. Yes, as utilitarian, you must believe in the greater good. This movie is not so much about sacrifice though, as it is about glorifying and fantasizing death, through love, and comedy.
It doesn't make one immoral by rooting for this unconventional couple, it possibly even confirms your own line of morality, and the haziness of right and wrong.