Keep in mind that the gray one was delighted to act as creepy as possible when offering Bubbles his help, but was still apparently sincere about helping. Remember the "we're why they wake up screaming" opening line to Bubbles & Faye.
"We are very very bad news" is exactly the same kind of opening line to Corpse Witch. If Bubbles' experience is anything to go by, it's no indication at all of whether they're there to help, hurt, or just stop her.
Of course, "filthy little brainfucker" would seem to be an indication that They at least disapprove of her. It's likely a clue that They will ensure that CW is something that Bubbles and Faye never need to worry about again, but how they do that is entirely a mystery.
If their ethos is Kantian, then we can expect good old fashioned painful Retribution. If their ethos is Socratic, we can expect that she will be turned over to the state. If their ethos is Nietzchean, they'll probably make her a job offer she can't refuse. If their ethos is Aristotelian, they will make an effort to rehabilitate her. If their ethos is Randian, they'll probably just kill her out of hand. And so on.
But we have no idea what their ethos is. It seems to be "making the world a better place in the most sinister way possible," which doesn't correspond to any of the major currents of philosophy I'm familiar with.