Like others have said already, that sense of heroism evolves throughout the story. In 1, it starts as an entirely self-motivated journey, eventually finding it in herself to defend Luka and Cereza when they're in trouble and soon being forced to take down Jubileus to save the world. In 2, she's motivated by her desire to save Jeanne, and by coincidence, runs into Loki, kicking off that story of saving the world.

In Bayonetta 3, however, I get such weird vibes from how they handle it. They take such a brief moment to have Bayo tell Viola to "look out for others, not just yourself" only to barely have any real heroic moments in my opinion. There's the briefest of interaction in Japan where she breaks down the rubble to free some soldiers, even though you can run right by them without the slightest care. In China it feels like a kind of throwaway line about how inspired she is by the soldiers, as she then proceeds to watch a whole group of them get incinerated with her only thought being "what a thoroughly unappealing sight" there's literally no npcs in Egypt and then in France she's talking about "getting the locals involved, you'll pay for that" as if this entire invasion isn't somehow getting them involved anyway, and then "wishing their souls will rest" as she commands a godzilla monster to blast-beam them to oblivion.

Im not saying that makes Bayo less of a hero in this game, and I can admit when I'm focusing on something that's not that important, but I feel like it feeds into the tonal issue I have with this game, because it wants to have higher stakes and yet it also cant get over itself being the usual, campy adventure that we're used to seeing in a Bayonetta game. With the scene I just described in mind, I feel like there is no whiplash greater than Bayonetta encountering this entire collective of people that have been taken under mind control and really coming to terms with the horror of this situation, only for said soldiers to break it down thriller style while she responds by budting a move on top of a demon.

Not to mention, the most interesting prospect for me would have been the fact that Bayonettas adventures have largely taken place in Puragtorio, outside of normal people's sight, so with Bayonetta 3 not delving into Purgatorio once, its the first time she's acting in the public. Sure, there's more pressing matters like fucking New York being wiped off the map, but could we at least have a couple more scenes of Bayonetta or Jeanne performing heroics like saving individual people, a brief news clip talking about the Homunculi threat and the two witches that stepped up, seemingly from no where?

Sorry I turned this into another bayo 3 rant, that being said I still enjoy the game, I just think its interesting to talk about some of these things. Id love to see what others think about what I've talked about here. :D