The Star Wars universe has a slight problem with moral complexity. Although it does occasionally hint at stances beyond Good Is Good and Evil Is Bad, like when Lando Calrissian sells out Han and Leia, it mostly makes very clear who is supposed to be a hero, and who is supposed to be a villain.
But the more the Star Wars universe grows, the trickier this stance becomes. When Finn turns against the Empire, he raises questions about the idea that Stormtroopers are mindlessly evil. They're still treated as generic villains, but once Finn changes sides, we have to wonder about the morality of mass killing brainwashed Stormtroopers who have little choice about what they're doing. The more detailed the world gets, the more we have to question this idea that the rebels are always the good guys, and anyone mixed up with the Empire is always a villain.
Rogue One is the first movie to really embrace that problem. Again, as general groups, the Empire is Bad and the Alliance is Good, but inside those clearly defined sides, the movie explores the massive grey area of how individuals act, and to what extent the ends justify the means. And it's the very existence of this grey area that allows the story to explore certain narrative risks and consequences that the main Star Wars movies would be unlikely to touch.
Take Galen Erso, the most obvious example. He worked with the Empire to help create the Death Star, an action that leads to the destruction of an entire planet. That seems plainly, definitively evil. But Galen did this knowing that if he didn't do it, someone else would, someone who would work faster and with more dedication, truly believing in their work. He created a weapon that he knew would be created anyway, but while doing so, he added a fatal flaw to it that would allow it to be destroyed.
Of course, this fatal flaw requires many deaths to uncover and almost impossible skill to activate. But it exists. And we have to take Galen's word on it that there were other people that could complete the job, and that there wouldn't have been major delays as other people tried to figure out the tech. I mean, the Empire specifically hunted him down to force him to work on it. Surely they wouldn't have done that if they had a long list of able candidates.
So, did he do a good thing, or an evil thing?
What about Saw, the rebel who is too extreme for the Alliance. He does a lot of dark stuff. But Galen trusts him. He abandons Jyn, but it's to protect her from the Empire. He sacrifices himself in the end, and plays a key part in them uncovering the location of the Death Star plans. So... good? Evil?
Or Cassian. He kills the man in the opening who was helping the Alliance, on orders. That man was a risk, but he also helped them. Good? Bad? He is going to shoot Galen, Jyn's father, another man who was helping them... but who was dangerous, a tool of the Empire, whose actions had already enabled genocide. Good? Bad?
And of course Jyn herself is more concerned with self preservation than with helping the Alliance, at least in the beginning. She falls into the space between the two clear sides -- she's an enemy of the Empire, but she's not rebelling against it with any purpose.
Perhaps it makes sense that it's this moral greyness that ends with so much death. This is not a space where the heroes are good and true and live, and the villains are dark and evil and die. All the heroes are wiped out, and almost all of the villains survive and go on to do much worse things in the future. But in dying, the heroes give everyone hope. The movie itself exists in this space in between, where it's not a happy ending, but it's a hopeful ending. The mission was successful, even though it wasn't. If they get the plans but die, is that good? Bad?
Rogue One is a movie that exists in this in-between place that most Star Wars movies only hint at. What's usually a bit of shadow to the otherwise morally straightforward world, falling to the dark side and a chance at redemption, is the entirety of the story (hence Star Wars Story, and not an episode). And, as a result, it's a less emotionally buoying, but far more realistic, more thought-provoking and highly politically relevant story. And that may just be exactly the kind of story we need right now.