Indeed, Rift. And this is why everyone keeps telling Joe he's full of it. I'm actually starting to think he might have a masochistic need for criticism.
You can make solid arguments for creatures like insect spirits or the Great Old Ones of the Lovecraft mythos not being evil. Insect spirits view us the same way we do a side of beef and a new outfit from the store all rolled into one. There isn't malice there (except with Ares, and malice is understandable with people who try experimenting on you). The GOOs (with a couple exceptions) don't intentionally cause insanity and death in their passing, but rather are like humans accidentally stepping on an anthill. Again, no malice there.
Shedim and horrors, however, are actively malicious and delight in causing pain and suffering. The most powerful among them make an art form of it. Pinhead from the Hellraiser movies is the Disney version of Horrors. Remember, the last time they came to play, everyone who wasn't in sealed underground magic bunkers for over a hundred years DIED, or had to turn themselves into twisted half-plant creatures constantly suffering from thorns breaking through their skin in order to make them not taste so good. And even many of those who were sealed in bunkers died, because the Horrors broke in.