Recently when I was killing dregs and vandals in front of each other it occurred to me, do they care that I'm murdering their friends, comrades, families?
Sure, the Vex are robots. The hive are monsters and the Cabal are a military force. But the Fallen are just scavengers, they are people like the rest of us - no?
Genuine question that results from the blatant lack of lore.
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There's a grimoire card that mentions a guardian and a vandal momentarily teaming up when they end up surrounded by hive. I'd say that shows they have some kind of feelings. Besides, they are clearly an advanced race capable of space travel. I don't think any culture could get that far without some form of emotion, even if its different to our own.