I think there is an advantage of having Sauron stick out as very much...not villainous...yet hanging out with the villains, working against the ends of the Valar (and later the elves). This allows him to have a very incongruous and unique motivation. He should stand out in Season 2 Angband like Snape stands out in Hogwarts. He clearly doesn't belong...but that doesn't mean he's not their ally.
Anime loves to play with the idea of a non-villainous villain. I mean, yes, there are plenty of cackling-while-taking-over-the-world-and/or-killing-everyone villains in anime. But there is the occasional bad guy who is...maybe not all that bad? Or not as bad as he seems? OR, waaaaaaaay worse than he seems, because he appears innocent in some way, but is really completely depraved. It just depends. But, 'all is not as it seems' makes for interesting story-telling, and I think we can do something with that without turning this into some sort of apologetics for goodguy!Sauron. Sure, Sauron is a bad guy. But the entire reason he's on Melkor's side in the first place is because he's frustrated with the inefficient and weak leadership of the Valar. He's attracted to Melkor's strength, and he does want to order the world....but as Melkor's lieutenant. He's not a Dark Lord in his own right yet. That's not until the 2nd Age, when his power is stronger. In the 1st Age, his role is a bit shadowy. Sure, he's evil, but what is he up to, really? We have the opportunity to do something with that.
But in Season 2...he hasn't fallen very far yet. Is he torturing the elves? I think we have him trying to 'perfect' them. Torture is Tevildo's shtick, and Sauron isn't in a position to order Tevildo around.
Anime examples:
Scar in
Fullmetal Alchemist is a serial killer who spews a lot self-righteous religious zealotry while seeking revenge. His own people tell him he is on a path towards destruction. But, oh yeah, 'his people' were the victims of genocide, and he's trying to get revenge against the soldiers who murdered his family, so....but the first people he killed were the doctors who saved his life, soooooo. In the end, he winds up being a good guy - but only after he gives up on revenge and works with some of the very soldiers who were his intended victims. A serial killer who tries to kill the show's protagonist is not typically someone who winds up being a good guy - so you know there's a story there.
Zeref in
Fairy Tail is the closest thing that world has to literally the devil...and this is a world that has demons in it. You first hear about him in the context of 'the Book of Zeref,' which is where demons come from. You find out that such creatures only exist because he created them by magic (and these creatures are depraved kill-all-the-humans and/or strike-them-with-curses demons). Most of the villains are working to revive Zeref or bring him back, and they're all crazed lunatics. And then you meet him. He's an emo teen wandering around the woods horrified that every living thing he touches dies. He is the most powerful wizard ever, but he's accidentally immortal, so he kept creating demons hoping one of them would be powerful enough to finally kill him. No such luck yet.... It would be wrong to say that he's "not evil," but he's certainly...unexpected.
What leads up to that scene (in English, though)