WARNING: This article contains spoilers for Killzone 2, Killzone 3, and Killzone Mercenary.
During one of the last missions of Killzone Mercenary, you finally get the chance to fight alongside the Hearmy. You drop out of a carrier into a warzone, your comrades screaming, "For Helghan!" Ever since I first became enamored with the Killzone series, I've wanted to play as a Helghast soldier. I almost screamed out "For Helghan!" myself, but I was in public and would have looked like a complete lunatic.
I've always sympathized with the Helghan backstory. Here is a people that were not only the victims of genocide, but were persecuted, exiled, mutated, defeated, and invaded. Here is a broken and shattered people clinging to an ideal. That ideal may be nationalistic, but it unites them against their oppressor. That fact alone makes the Helghast an ideal candidate for a playable campaign, despite the many atrocities they've committed against the ISA.
More thoughts on the Helghast on Page 2.