One of Keanu's best movies...I don't consider him a truly corrupt cop but willing to do a lot of bad things to do what he thinks was right. He may be morally corrupt but not truly bad
It's probably better to say he fights in the grey areas rather than try say being morally corrupt is a good thing. It isn't - under ANY circumstances. In any case, he's a rule bender. That doesn't make him morally corrupt. He would be morally corrupt if he uses prostitutes and his job is to arrest members of the public who use prostitutes.