Nale did not think what he was doing was wrong. He was persuaded that killing all Radiants was the only way to prevent Desolations to return, and therefore, that what he was doing was right. It's completely different from Kal who, even though he participated in the plot to kill Elhokar, knew on some level it was wrong.
Of course, he later learned that he was wrong about Radiants bringing back Desolations, and that is what his "I was wrong" confession means. Not that he was morally wrong, because with the information he had at that time, he did what he thought was right.
And Nale being most likely a 5th Ideal SB means that he could more or less do whatever he thinks is right, since he sets his own law, his own moral code.