Not wanting to open a can of worms here, but that is simply not true. See Iron Front. See OFP: Red Hammer. Just because a common soldier is "on the bad side" doesn't mean he's a bad guy. If you want to consider morality, you should also know that war crimes are committed by each and every country in a war.
Not so much about morality but I always enjoyed playing as Germans more in WW2 games, mainly due to the equipment - they simply had the best stuff imo (with the questionable exception of a couple of aircraft maybe but that's another story).
There's something about MP40's, MG34's, Stukas, Tigers, U-Boats and those cool half-tracks that fires up the imagination in a way that allied equipment never can for me. Even their grenades were interesting, plus uniforms from Hugo Boss.
The attraction of playing as the British/Americans/Russians is a notion wasted on me. "Bren-Gun-Carrier Commander" anyone?