Solid Game Dungeon Ross and a Merry Christmas and Happy New Year to you too.
The game does discuss more about the moral ambiguities later on, but a couple things do crop up that kind of ruin it:
Firstly, by nature of its game design, you're always going to be a government agent going around shooting non-complicit American citizens. Regardless of whatever the plot or characters bring up, they have no bearing on the gameplay itself. I'd say this is more or less an issue with it being a quasi-MMORPG, which really does feed into my view that something like the Deus Ex formula (also about government agents) would've been a better fit for the Division narratively and gameplay wise.
Secondly,
And the sequel pretty much turns the setting into pure post-apocalypse, although I don't know much about it story-wise.