I think in many characters cases, "horrible people" is reductive. Mike says it early in the series that being a criminal is not the same as being a bad person. But you can be both. And Nacho, Mike and Jimmy both feel the push and pull of both criminality and being "good". Jimmy often feels like he's pretty done with good and then finds himself capable of something good, like undoing a bad mess (often that he caused). Nacho doesn't mind being a criminal or even being a certain level of bad until it threatens his father. Mike thinks he can be a good criminal but finds that the more responsibilty he has, the more "necessary" evils he has to take on. Its less that you are being reminded so much as these characters take what they are capable of and do something bad with it. The show is a tragedy after all and if these characters were monsters from the get it wouldn't be tragic. The real tragedy is that Jimmy could actually be a very good (in all senses of the word) and savvy lawyer with the right mentoring (heck, in elder law, he proved pretty skilled at connecting with his clients AND even went to bat for them against a huge opponent) but a bad mix of his own issues and how he is treated by some people in his life.
The real tragedy is Kim. She's stuck with Jimmy through thick and thin and she, probably more than other characters can see the best in him. And its there. And the real tragedy is that she's right but she can only do so much to prevent Jimmy, a troubled man capable of both good and ill, from becoming Saul Goodman, a man unmoored from morality.
God, I can't wait for season 5.