The Bleak Walkers are a paladin order of Soldiers dedicated to conducting warfare mercilessly and with extreme brutality in order to bring a swift end to conflicts. Known for their unyielding, terrible nature, most nobles will only call on them as a last resort. The Bleak Walkers' behavior generally reinforces cruelty and brutality because the quickest resolution is one in which the Bleak Walkers' arrival is announced and a surrender immediately follows. To ensure that people believe that no mercy will ever be given by Bleak Walkers, they avoid any dealings where they could be seen as merciful given the right circumstances. For the Bleak Walkers, there are no right circumstances. Bleak Walkers won't call off an attack even if their "employer" asks them to or turns forces on them.
Bleak Walkers aren't sadists (at least, not as a rule), and while they are effectively mercenaries, the control that they allow their employers to exert is fairly limited. Much like guns, Bleak Walkers should only be pointed at things you don't mind being completely destroyed.