Frankenstein's monster is indeed morally ambiguous because he's not just a big old scary monster that goes around killing people. He has just enough of the human inside him to make him quite a sensitive soul at times. The Monster's residual humanity comes out most strongly in his demand that Frankenstein create a companion for him. Like most people, he hates the thought of being alone. If Frankenstein was capable of creating him, he figures, then why not a bride?
At the same time, however, the Monster's demand for a bride also shows his demonic side. He doesn't politely ask Frankenstein to make him a mate; he demands it. Not only that, but he threatens violence against Frankenstein and his bride-to-be if he doesn't comply with that demand. What the Monster demands is perfectly reasonable, moral even, but the manner in which he makes that demand is most certainly not.
The Monster is not so much immoral as amoral. That is to say he doesn't really have a moral code to live by as such. But he...
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