"Urk. You did not just...Lavos I'll give you but Shao Kahn was not only in sometimes direct contact with Deities and followed their rules in setting up the mortal combat tournaments but was directly influenced by his universe's One Being, essentially God.
Apocalypse grew up in Egypt, Which while a pantheonic religion as opposed to your monotheistic one, wasn't any more or less inclined towards Good and Evil. Assuming that religion, especially the one you likely believe in given accent and ethnicity, can change a soul from Evil in all known cases of sapience to Good and Innocent is pure folly."