Art doesn't have to be realistic. Some will expect realism and judge for lack of realism. Others will not mind. Yet others will appreciate departures from the ordinary or even the believable.

With art and morality, it's similar. Some will expect morality and judge for lack of it. Others will not mind. And others will appreciate amoral or immoral angles for a variety of reasons.

For example, it is true that the good guy does not always win. Many will allow this concession to realism to supersede simple morality. But there are other supercessions. Art can strive most to be aesthetic, emotional, moral, realistic, intellectual, novel, technical, or something else. There is no one right goal.