Morality is a personal thing.
There's a temptation to see your own actions in terms of "your side." That is bullshit. Your side is the people who rock with you. If your lords and masters in the government of whatever country are not rocking with you, fuck 'em.
I'm sure it makes it smoother if you're not going against "your people"'s monstrous atrocities, but my suspicion is that Chiune Sugihara and John Rabe would have gotten along fine and seen completely eye to eye, wherever they happened to be.