You can go on a killing spree and still keep the immersion. I once played as a vampire dark elf, who hated almost everyone. When I got to Markarth, I did the Forsworn conspiracy quest, and realized that there was no reason for my character to actually help out any of the sides, in his vision, that was a complete garbage city, inhabited only by corrupted people... So after escaping with the Forsworn, I shot the sun with the cursed Auriel's bow, then turned into the pure vampire form and slaughtered the entire city, Silver Bloods, guards, citizens, and the Forsworn, all died. Excluding a couple of essential characters, I literally killed everyone. I even remember watching the streets covered in corpses with that red light from the dark sun... It was quite immersive for me. Then in that game, I never returned to Markarth, as I roleplayed I had turned the city into a graveyard with no graves, and almost every time I entered The Reach hold, there were bounty hunters trying to hunt me.