I had started the quest because all I remembered about it was that it had something to do with killing pirates.

A good service to the community, I'd say.

And then the East Empire Company immediately stepped into the scene. And correct me if I'm wrong but they have evil business people written all over it.

I don't feel right helping them.

Besides, my character is a SC. Doing dirty work for a company sponsored by the emperor is shameful.

I didn't abort and reload the save file right in the beginning because I had done a lot of stuff without saving before that.

Think of it this way: You've added an interesting mix of gray into the world, instead of just black vs. white. Your character had to pick the lesser of two evils to deal with the greater one. Sure, doesn't really feel great, but unfortunately, it happens. Hell, that's pretty much what the whole Forsworn Conspiracy quest in Markarth is about.

But that's just an idea to justify your actions.

True, he could be helping them begrudginly.

"Sigh... I don't like getting mixed up with their kind but this still needs to be done."

But I'd suspect Ulfric would be less than happy if he knew.

Perhaps there is something in the quest that can benefit the SW?

SW?

SC I mean! The Stormcloaks! Darn typos, seem to be making to many of them today.

The guards are really pleased at getting imported cheese once you do the quest. It seems like a net "good" quest, IMHO.

This.

I prefer a world of grey over a world of black and white.