Oh, you're right, Phineas does say that; glad the game brings it up at one point, at least. But why doesn't Vergil, or Kat, say it, when recruiting Dante to their plan? At least Kat would have cared about it. And why doesn't Dante actually put in his two cents? Being made aware that you're about to take part in killing thousands of people and not taking a moment to have a visible moral conflict over it?
And that's a pretty arrogant judgment for three people to make, sacrificing the few for the many without asking those people if they wanted to make that sacrifice. It's interesting that Dante defends humanity's right to make their own choices, without considering that he took away humanity's right to choose demon rule, or Vergil's rule, and even some folks' rights to choose anything at all, because now they're dead. Maybe we're supposed to notice that hypocrisy?
Actually, I wasn't entirely fair before, Dante does express a minimum of concern for humans, when he comments on Barbas's prisoners, and like you said, when he shows concern for the Order victims. But it seems superficial to me when compared to the lack of notice he shows for the deaths that are BECAUSE of him, instead of the deaths that have nothing to do with him. I wanted Dante to express emotion for the blood actually on his hands, because it wasn't just demons or demon collaborators dead because of him. That train wasn't a demon-faced train, it was just a commuter train. Dante took it out without a second glance, same way Mundus was taking out buses and cars and buildings full of people. I can't figure out why that scene was even present if not to put Dante's morality in question; it's not like the animators HAD to show him taking that specific action. But then no one says anything.
I agree that we're probably supposed to view the final confrontation between Dante and Vergil with ambiguity about who's right and who isn't. But I wish the dialogue had been better scripted and the lead up more deliberate, and not centered on Kat. That's just my taste, though; like you said, we all see it differently.