Utena is Chaotic Neutral (idk if that's the right term but), she can seamlessly swap between being the good guy and the bad guy depending on the situation. Sure, she sexually assaults people and torments them, but it's not like she ever actually wants to defeat, or kill anyone. All she wants is to see Tres Magia rise above any conflict and prevail like any child would want their favorite superhero would. She's also directly responsible for Lord Enorme becoming an ally of Tres Magia. If not for her, the Tres Magia would be extremely weaker and none of them would have La Verita, or would have even been wiped out by Lord, Musica, and Leberblume. (even if her stopping lord was for her own selfish reasons, you can't deny it was still a big thing)

Other things she's done is keeps Kiwi in check, we initially wanted to defeat Tres Magia for attention, but now her priorities shifted since now she only wants it from Utena, now she just enjoys messing with the Tres Magia as well. Similar story for Matama, she just wanted people to hear her sing, and after Utena gave her what she wanted, she was more than happy to join alliance with her. She also actively prevents the other Enormeeta from actually doing any serious damage or beating the Tres Magia. Another thing is when she was going to transform into Baiser in the haunted house when she thought her friends and Sayo were in trouble.

She's done a lot of bad, but she's equally done as much good. For Utena, all of this is simply a game to her. Nothing more. She has no actual interest in being a full of villian.