Sam is built up as a very modest, self-sacrificing guy who has always tried to do the right thing, even when it's inconvenient or difficult. He was running a support group for veterans suffering from guilt and PTSD. He happily lost everything to help people, even when the governments of the world told him he couldn't. He's got some sass to him, but it's not usually cocky. He's one of the first to admit his limitations.
She was responding by instinct and emotion, and clearly doesn't have control over her abilities.
A lot of people here are misunderstanding that. She's not intentionally doing a lot of this stuff. For awhile, she was in denial that any of this was even REAL and was just as lost in the delusion as anyone else.
So let's look at it from another Marvel hero lens - THE HULK. Do we view the Hulk as a "villain" when so much of what he does is driven purely by a power and strength beyond his means of control? Bruce is constantly guilted by the harm and damage he's done and spends so much of his time trying to suppress his powers, afraid of what his Hulk persona will do. He's hunted by the government. He's (rightly) labelled an insanely dangerous threat to the world. But we're sympathetic towards him because it's not something he was able to rein in. Even when pointed in the right direction, we see him very ashamed of who he used to be later on.
Wanda is similar. She's got an untold amount of power - to do both good and harm - and little knowledge and ability to control it. It works by reflex, not by will. When Hulk gets angry, Hulk Smash. When Wanda gets sad, Wanda Hex. And she doesn't like it, doesn't understand it, doesn't want to wrestle with it, doesn't want to struggle with it. She just slips into a state of denial to run away from her problems, but does ultimately do the right thing and take the steps needed to getting it under control. That doesn't absolve her of the damage she's done, anymore than Hulk should be absolved, but that's what makes her complicated, damaged, and ultimately a far more interesting character. She is not always right, even when she WAS in control.
