Shades of grey doesn't necessarily mean lack of objective morality. It's possible to have cosmic black and white, along with shades of grey. The whole idea of "shades of grey" is that some are darker than other, and thus, you can try to figure out the lesser of two evils, for example.
The existence of absolute good or evil does not make things easy by default. Destroying a source of absolute evil could end up creating a power vaccuum that gets filled by a worse/more powerful absolute evil ... making things worse. A small evil could cause a great good in the big picture, or a someone may set out with good intentions and end up causing a great evil.