I would say that's a very accurate assessment on Lag's part.
Hi. I'm Osterman. And I've read too much Moon Knight.
Moon Knight has gone through a lot of shifts over the years, with every writer having their own mental picture for how much of a "hero" he should be. He's been an Avenger alongside more traditional heroes on two separate occassions, he's been caught up in the supernatural side of the Marvel universe working with characters like Blade and Man-Thing, and he's also been a vigilante so brutal and disturbed that even the Punisher won't work with him. It all depends on the direction the writer takes the character, though at the end of the day I would personally say that he qualifies as an antihero.