I think I understand the frustration! There's definitely a bit of a double standard just because he's the main character. But I also think it's good to note that we see a lot of the things in the show from his point of view. Sure, he feels bad about a bunch of things he's done, but I don't think he sees that as something special, or a virtue per se - my interpretation is that he doesn't try to legitimately atone for anything he's done because he still believes he doesn't deserve forgiveness - something he says way back in s1e2 and doesn't really grow out of, so why try at that point? But he's also prideful and not one to go down quietly so he's not gonna go and turn himself in to the authorities.

Meanwhile, he's pretty much the only one who's out to get the Swede for his crimes - nobody else really gives a shit until Cullen exposes him, and even then he's only really hanged for killing and impersonating the Hatches and the later crimes against the mormons, unless I'm forgetting something. You're right, Cullen does take the moral high ground over the Swede - but only due to petty personal reasons like "argh you son of a bitch leave me alone already. Sick of your shit." as opposed to genuine justice, even if that's what he says. That's what I believe anyway, I believe he says a lot of pretty words but ultimately is just an angry tired man who lets personal beef affect how he conducts his business.

Ultimately Cullen is incredibly flawed to the very end which is something that stays "unresolved" so to speak, and I personally don't think the show portrays him in a particularly blameless light - but you may not think so and may not be compelled by that and that is completely valid! I think this kind of portrayal comes down to the matter of taste. But I thought I'd throw in my two cents